Correlation does not imply causation.We know this because two main drawbacks of correlation studies are

Question

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The two main drawbacks of correlation studies are known as the third variable problem (the possibility that a third variable is causing the observed correlation between two variables) and directionality (the ambiguity of whether one variable causes the other or vice versa). Poor correlation coefficients or alpha rankings, magnitude and direction of the correlation, moderate association and fictional dependence are not the main drawbacks of correlation studies.

Correlation Does Not Imply Causation