RichardKennaway comments on Causality does not imply correlation - Less Wrong

13 Post author: RichardKennaway 08 July 2009 12:52AM

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Comment author: RichardKennaway 08 July 2009 01:04:17PM *  -2 points [-]

Therefore the lack of correlation between A(t) and B(t) does not contradict causation implying correlation.

Only trivially. Since B = dA/dt, the correlation between B and dA/dt is perfect. Likewise for any other relationship B = F(A): B correlates perfectly with F(A). But you would only compare B and F(A) if you already had some reason to guess they were related, and having done so would observe they were the same and not trouble with correlations at all.

If you do not know that B = dA/dt and have no reason to guess this hypothesis, correlations will tell you nothing, especially if your time series data has too large a time step -- as positively recommended in the linked paper -- to see dA/dt at all.