As is the case with any good falsehoods, one can never really be sure what the falsehood may actually be. In this case, there are two falsehoods: 1) When we see a statistical correlation between two measurements or observations, we can not assume that there is a causal link from one to the other. This is the way the statement “Correlation does not imply causality” or some similar version of that aphorism generally means, and this is an admonishment we often hear; and 2) When we see a statistical correlation between two measurements or observations, there probably is a causal link in there somewhere, even when we hear the admonishment “Correlation does not imply causality” from someone, usually on the Internet. To put a finer point on this: What do you think people mean when they say “Correlation does not equal causality?” or, perhaps more importantly, what do you think that statement invokes in other people’s minds?
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