I meant something like this: Imagine that there is a thing T that you want to study. Correlation between T and X is 0.9. Correlation between T and Y is 0.6. Let's assume that there are no other known factors besides X and Y which would correlate significantly with T.
If you start your research by asking (if you are primed to ask) "is there a significant correlation between T and Y?", your research will continue like this "yes, we have measured that correlation between T and Y is 0.6, end of story" and you will publish this. There is a risk that you will miss X completely, because you will focus only on Y. But if your goal is to find a good predictor of T, it would be better to discover X.
I think there is a lot of motivated "research" about violence, where the bottom line is: men are evil, women are victims. This has some relation to the territory: certainly men commit much more violent crimes than women. Though even in this situation, why stop at the male sex? Why not also evaluate the impact of e.g. education, social class, previous criminal record, or (political correctness forbid!) ethnicity? Maybe there is some correlation here, too.
If we move from physical violence to other kinds of abuse, the results may change. Not just the correlation with male sex can be weaker, maybe even negative, but more importantly, there may be a significant correlation with something else, which we completely ignore, because we focus only on correlation with sex.
So generally, is is better to ask "what causes this kind of abuse?" than "how is this kind of abuse related to sex?". If the correlation with sex is significant (yes, sometimes it is), let it come freely as an answer to the first question, but let's not start with assumption that it is significant.
Thank you; I edited the question to eliminate the (selection bias?) privileged hypothesis.
The other day, someone did something I didn't expect. It was something many people have done before; something that I thought of as very normal, but that I in no way understood and had not predicted.
As I said, this had happened many time before, so I wrote it off as "me not understanding people" or "people are weird" for a second, like I usually do, before realizing that "bad at" really means "lacking basic knowledge", which I had never realized before.
And then I thought "I should ask someone who is different from me why people do that, and eventually someone will have an answer."
But many people will have many more questions like this. So, what have you observed people doing time and time again, but never understood? Or something that you only understood after a long time or asking someone about it?
And can Less Wrong tell us, not necessarily why (I for one can make up evolutionary psychology fairy tales all day if I want) but what conscious thought process occurs behind these events?