A well-known weakness of regression modeling based on observational data is that the observed association between two variables may be because both are related to a third variable that has been omitted from the regression model. This phenomenon is commonly referred to as “spurious correlation”. The term spurious correlation dates back to at least (Pearson, Proc R Soc London 60:489–498, 1897).

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Spurious Correlation

  • Simon J. Sheather

摘要

A well-known weakness of regression modeling based on observational data is that the observed association between two variables may be because both are related to a third variable that has been omitted from the regression model. This phenomenon is commonly referred to as “spurious correlation”. The term spurious correlation dates back to at least (Pearson, Proc R Soc London 60:489–498, 1897).