Can someone explain precisely and unambiguously what "correlation does not
equal correlation" means? After years of reading/hearing this, I still don't understand it. I'm less concerned about lay usage of this phrase and more interested in what someone might mean by it in a serious discussion of research methodology, statistics, or epistemology.
To help explain my confusion, here's my view of why "correlation does not
imply causation" aptly expresses caution against inferring direct/proximal causation from the existence of a correlation (as I've told my stats students): The fallacy in question commonly arises when someone observes that two events (or variables, etc.) are correlated (i.e., occur together over subjects, times, places, etc.) and concludes from this that one event causes the other. In other words, he reasons that
if the events are correlated
then one causes the other; that is, he thinks the events' correlation
implies their causal connection.
To correct this fallacy, it seems appropriate to assert that two events' correlation
does not imply their causal connection -- that is, correlation does not imply causation. Is there a similar explanation of what "correlation
equals correlation" or "correlation does not
equal correlation" means?
To describe this a bit more succinctly, let's define two events, A and B, as statements about some relationship between random variables
X and
Y:
A:
X and
Y are correlated
B:
X directly causes or is directly caused by
Y(To be more rigorous, I should define "correlated" and "directly causes" more precisely.) It's easy to pick a counterexample to show that the implication A ==> B is false; for instance, suppose a third variable, say
Z, causes both
X and
Y and induces a correlation between them. Hence, A doesn't imply B. Here again, I don't know what statements such as "A equals B" or "A doesn't equal B" mean, because it seems unusual to make statements about the (in)equality of events A and B. Can someone explain this to me? Is "equals" just short for "is equivalent to"?
BTW, Philip Stark's online stats textbook (SticiGui) -- especially Ch. 2, 12, and 13 -- is a rare example of logic and logical fallacies integrated into intro stats material:
www.stat.berkeley.edu/~stark/SticiGui/index.htm