Correlation is not causation
A strong r, even r = ±1, never proves that X causes Y. When two things move together, three other explanations must be ruled out first:
- ⇆Reverse causation. Maybe Y drives X, not the other way around. Happier people may exercise more, instead of exercise creating the good mood.
- 🔍A third variable. A hidden factor drives both. Ice-cream sales and drowning deaths rise together every summer. But hot weather causes both. Neither causes the other.
- 🎲Coincidence. If you measure enough things, some pairs will line up by pure chance and mean nothing at all.
Only a controlled experiment, with people randomly assigned to groups, can show that X causes Y. A correlation can only hint at where to look.