Correlation ≠ Causation
A strong r — even r = ±1 — never proves that X causes Y. Whenever two things move together, three rival explanations must be ruled out first:
- ⇆Reverse causation. Maybe Y drives X, not the other way around. Happier people may exercise more, rather than exercise creating the mood.
- 🔍A third variable. A hidden factor drives both. Ice-cream sales and drowning deaths rise together every summer — but hot weather causes both; neither causes the other.
- 🎲Coincidence. With enough measurements, some pairs line up by pure chance and mean nothing at all.
Only a controlled experiment — randomly assigning people to conditions — can establish that X causes Y. A correlation can only hint at where to look.