What if I make a mistake during a consulting case study?

It happens all the time. Admit your mistake (“Wait a minute, that doesn’t seem right because…”). Take a second to regroup, and rewind to where you think the error started. Restate all the facts that you know, confirm those facts with the interviewer, and recalculate/rethink the question. If you still can’t figure it out, ask the interviewer about a particular piece that’s troubling you. They may be kind enough to help.