Statistical Modeling, Causal Inference, and Social Science

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2021-05-23 21:30:03

I thought about this after Josh Miller pointed out this post by Rachael Meager, who pointed out this erroneous claim in the new book, Noise, by Daniel Kahneman, Olivier Sibony, and Cass Sunstein.

We must, however, remember that while correlation does not imply causation, causation does imply correlation. Where there is a causal link, we should find a correlation. If you find no correlation between age and shoe size among adults, then you can safely conclude that after the end of adolescence, age does not make feet grow larger and that you have to look elsewhere for the causes of differences in shoe size. In short, wherever there is causality, there is correlation.

As Rachel points out, “this is not a case of experts simplifying a claim for a lay audience. This claim is just outright incorrect.”

It’s an interesting formulation when someone says, “We must remember X,” where X is a false statement. What is it exactly that we’re supposed to remember??