[R] Query about finding correlations

Alberto Monteiro albmont at centroin.com.br
Wed May 2 19:35:33 CEST 2007

Lalitha Viswanath wrote:
> We are trying to find out, which of A or B cause C
> i.e. We are hypothesising that C is the effect and
> either A or B, not both is the cause.
> (...) 
> I would greatly appreciate any inputs on the best
> statistcal approach to tackle this problem. 
> I am thinking that we can find correlation
> coefficients between A and C, and between B and C, but
> I am not sure this answers the question.
> Also we do not know whether the correlation between
> them is linear or non linear.
If the causation (not the correlation) is not linear,
then the correlation (which is linear, always) may not
be the best indicator.

Take, as an extreme case, this:

A <- (-50:50) + 100 * rnorm(101)
B <- abs((-50):50) + 10 * rnorm(101)
C <- A^2 / 50 + rnorm(101)
cor(A, C)
cor(B, C)

A is obviously the "cause" of C, but B (in some cases)
is better correlated to C than A to C.

Alberto Monteiro

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