Thank you for your quick responses. I did not know about impedance matching, transmission line theory, or balancing bridges, so I thought I should study those things before replying. I still need to study those things a lot more. I am not sure what bridge balancing has to do with what I am trying to do. I think that the bulk of the problem comes from the capacitance of the current source. I read in the user manual of the KI6221 that the command "OUTPut:ISHield GUARd", reduces the capacitance of the instrument, so I used that command and obtained very different results. For the 100 KOhm resistor I find that the resistance increases to 195 KOhm at 8 KHz, and then rapidly decreases to 4 KOhms at 90 KHz. I know that the skin effect should increase resistance with frequency, but should it double it at 8 KHz? For the 1 KOhm the resistance increases from 980 Ohms at 10 Hz to 1013 Ohms at 45 KHz and then decreases to 976 Ohms at 90 KHz. Should the skin effect be about the same for the 100 KOhm resistor and 1 KOhm resistor? The reactances have remained low for the resistors, and have sometimes decreased and sometimes increased. For example now the reactance for the 100 KOhm resistor at 90 KHz is 950 Ohms, whereas before it was 600 Ohms. I have also tested a 1 uF capacitor, and a 0.1 uF capacitor in parallel with 1 KOhm resistor and obtained results close to what I expect. I still need to test inductors.
I have attached a couple of crude drawings. The first drawing is my current setup. I measure the voltage across Zunknown by taking the difference between CH2 and CH1. The second drawing is what I am considering changing my setup to based on the replies to my post and my research on impedance matching. When testing the 1 KOhm resistor and capacitors my Zknown is a 1 KOhm resistor. When testing the 100 KOhm resistor my Zknown is a 100 KOhm resistor.
In my original post I meant to write "resistance of 2.7 KOhm and a reactance of 600 Ohms" not "reactance of 2.7 KOhm and a reactance of 600 Ohms". I think people understood what I meant.