3 min readCausal Inference
The Control Variable That Invents a Relationship
Two independent causes and one common effect. Adjust for the effect and the causes acquire a correlation of exactly -1: a regression of A on B recovers a coefficient of +0.0030, and adding the common effect as a control turns it into -1.0000. Selecting a sample does the same thing invisibly, which is why "control for everything you measured" is not a defensible rule.
Statistics