I met “Correlation vs. Causality” in Kehan and after google “Correlation an Causality”, I found the Wikipedia give me a reference: Correlation does not imply causation. A lot of refers tell me that Correlation does not imply Causation, following is the defination for them by this website: Correlation vs. Causality

Correlation is the mathematical relationship between two things which are measured. It is given as a value between 0 and 1. A correlation of 0 means the two things are unrelated; given the first value, there is no way to predict the second. A correlation of 1 means the two things are completely related, the first thing always predicts the second. As an example, let’s say you measure the heights and weights of a group of people. These have a high correlation, somewhere around .8; height is a good predictor of weight, and vice-versa. Now say you took the same group and measured eye color. There is a low correlation between eye color and height, pretty close to 0. They are basically independent, knowing one doesn’t tell you anything about the other.

Causality is also a relationship between two things, but it is not mathematical, it is physical (or philosophical). Something causes something else if there is a chain of events between the first thing and the second thing, each of which causes the next thing in the chain to happen. Causality involves time; the first thing happens, and then later the second thing happens as a result. We say the first thing is the cause, and the second thing is the effect. Note that unlike correlation, the relationship is unsymmetrical.

Following is the Youtube Video I think is very intuitively:

KehanAcademy: Correlation and Causality: Understanding why correlation does not imply causality (even though many in the press and some researchers often imply otherwise):

The danger of mixing up causality and correlation: Ionica Smeets at TED Talks:

Correlation vs. Causation by statisticlectures:

Correlation Vs.Causality: DVD Bonus

Correlation vs. Causality: Freakonomics Movie

Correlation vs. Causation: How to Tell the Difference:

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