Linked Questions

2 votes
2 answers
1k views

Causality VS Correlation [duplicate]

When I have read this article 'http://www.analyticsvidhya.com/blog/2015/06/establish-causality-events/?utm_source=FBPage&utm_medium=Social&utm_campaign=150725' i still don't understand the ...
0 votes
1 answer
3k views

Are two variables that are dependent also correlated? / Can two dependent variables not be correlated? [duplicate]

I cannot find the answer to my question anywhere, I hope someone can help. I did a Chi-Square test with several variables to see if they were dependent or independent. The result showed that they ...
  • 3
1 vote
0 answers
71 views

If a study indicates no correlation between two variables, does it also indicate a lack of casual relationship? [duplicate]

Of course, correlation does not equal causation. But I am having trouble understanding if there is no correlation between two variables, would this indicate a lack of casual relationship between them ...
1 vote
0 answers
59 views

Is correlation required condition for causation? [duplicate]

We all know that Correlation does not imply causation, but I am wondering whether there can be causation without correlation. If there are such cases, could you explain them? I am asking this ...
81 votes
6 answers
14k views

Does no correlation imply no causality?

I know that correlation does not imply causality but does an absence of correlation imply absence of causality?
40 votes
3 answers
6k views

Does statistical independence mean lack of causation?

Two random variables A and B are statistically independent. That means that in the DAG of the process: $(A {\perp\!\!\!\perp} B)$ and of course $P(A|B)=P(A)$. But does that also mean that there's no ...
22 votes
5 answers
2k views

What is effect size... and why is it even useful?

I have an introductory-graduate-level statistics background (assume I know mathematical statistics and probability at an undergraduate level (e.g., Wackerly et al., Ross' Probability), and have some ...
  • 4,093
28 votes
4 answers
6k views

Difference between rungs two and three in the Ladder of Causation

In Judea Pearl's "Book of Why" he talks about what he calls the Ladder of Causation, which is essentially a hierarchy comprised of different levels of causal reasoning. The lowest is concerned with ...
  • 11.6k
12 votes
4 answers
4k views

Mathematical definition of causality

Let $Y$ and $X$ be random variables. $E(Y|X)$ is the conditional mean of $Y$ given $X$. We say $Y$ is not causally related to $X$ if $E(Y|X)$ does not depend on $X$, which implies it is equal to $E(Y)$...
  • 688
12 votes
3 answers
3k views

Is the linearity assumption in linear regression merely a definition of $\epsilon$?

I am revising linear regression. The textbook by Greene states: Now, of course there will be other assumptions on the linear regression model, such as $E(\epsilon|X)=0$. This assumption ...
  • 2,279
7 votes
2 answers
1k views

Simulating data - correlation vs causation

I'm just dipping my toe into correlation vs causation, so forgive me if I butcher some of the concepts here. To get a better understanding of these concepts from data, I would like to simulate data ...
  • 1,088
4 votes
2 answers
3k views

Independence vs Autocorrelation

In Section 3.2 of R. S. Tsay, Analysis of Financial Time Series, I read: The basic idea behind volatility study is that the series {r_t} is either serially uncorrelated or with minor lower order ...
4 votes
3 answers
990 views

Correlation vs. causality

Correlation does not imply causation. Causation does imply correlation but not necessarily linear correlation. ... So does correlation imply high-order causation? If A and B are correlated, is it ...
5 votes
3 answers
646 views

Does autocorrelation imply temporal dependence?

It is always said that a time series should be stationary for forecasting using classical methods. While converting a time series to stationary, we detrend and deseasonalize the time series. Does this ...
4 votes
2 answers
473 views

Suppose that $R^2=0$ . Does this imply that Y and X are unrelated? [duplicate]

Possible Duplicate: Under what conditions does correlation imply causation? Can somebody illustrate how there can be dependence and zero covariance? Or could there still be a relationship? Is ...

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