"Correlation does not equal causation is a quip that expresses the logical fallacy
that events or statistics that happen to coincide with each other are
causally related. The reality is that cause and effect can be indirect,
or due to confounding variables,
and so the assumption of causation is false when the only evidence
available is simple correlation. The form of fallacy that it addresses
is known as post hoc, ergo propter hoc or "affirming the consequent."
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Credit: RationalWiki