Chapter 13 Correlation

The invalid assumption that correlation implies cause is probably among the two or three most serious and common errors of human reasoning.

– Stephen Jay Gould


13.1 Introduction

Collins English Dictionary 1 defines correlation as a mutual or reciprocal relationship between two or more things, the act or process of correlating or the state of being correlated, and the extent of correspondence between the ordering of two variables.

Statistically, correlation is a measure of the particular affinity between two sets of comparable measurements. It is often incorrectly believed that the notions of correlation and statistical dependence and causality coincide. According to an anecdote, the number of drownings at a particular large beach in one season could be positively and significantly correlated with the number of ice-creams sold at the beach during the same period of time. Of course, nobody would argue that the relationship is causal. Purchasing an ice-cream at the beach does not ...

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