Solved – Does simple linear regression imply causation

causalitycorrelationregression

I know correlation does not imply causation but instead the strength and direction of the relationship. Does simple linear regression imply causation? Or is an inferential (t-test, etc.) statistical test required for that?

Best Answer

The quick answer is, no. You can easily come up with non-related data that when regressed, will pass all sorts of statistical tests. Below is an old picture from Wikipedia (which, for some reason has recently been removed) that has been used to illustrate data-driven "causality".

We need more pirates to cool the planet?

enter image description here

For time series, there is a term called "Granger Causality" that has a very specific meaning.

http://en.wikipedia.org/wiki/Granger_causality

Other than that, "causality" is in the eye of the beholder.

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