Question for y'all with a background in econometrics.
Does the zero conditional mean assumption rely on complete randomness in a trial when doing regression analysis?
For example, if I was testing the effect of a free training program on wage, and the men in the trial were randomly given x amount of months of training, but the women were not assigned randomly, would that be a violation of a ZCM? I am struggling to make the connection between randomness and ZCM at all, but it was pointed out to me by someone that it is in fact influential.