I know in the case of regression analysis, when we are studying the relationship between the dependent and independent variable, we are also checking for bias. If the error term is correlated with the dependent variable, we can remove it from our model.
How about in the case of a bias that exists for a range of values but doesn't exist for the rest of values? How do I correct for that in regression analysis?
Example regression: $$Y=α_0+α_1X$$
There is a bias in model for X values that range from 0 to 5, but no bias for X values greater than 5.