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Commentary: March 14, 2005

Brief Comment on Causality versus Correlation

One of the great errors of those interpreting results from anecdotal observations and scientific studies is to conclude causality from correlation. Two variables that change together over time are correlated but not necessarily related. And, if you monitor enough variables over a short period of time there is a high probability that several will be fortuitously (accidentally) correlated.

An example of this is the so-called predictors of Super Bowl Outcomes. Each year people search through millions of variables and always find a couple that are perfectly correlated to past Super Bowl Outcomes. However, there is never any true causal relationship between the variable and the Super Bowl outcome (gamblers take note).

Posted by tim at March 14, 2005 12:33 PM




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Posted by: Tracy at March 14, 2005 8:22 PM






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