To test whether a third variable is responsible for an observed correlation.

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To test whether a third variable is responsible for an observed correlation.




Answer: To test whether your X-Y correlation is spurious - you need to first identify what third variable is. (Note: you're allowed to have more than one third variable and you can test all of your possible third variables in one study.) Then you run a new study in which you measure the third variable(s), together with the original two variables, and conduct a covariance analysis (which removes any part of the target relationship that can be explained by the covariates). The new correlation between X & Y is now called a "partial correlation (with respect to the covariates)." If the partial correlation is just as strong as the original, then the third variable(s) did not cause the X-Y correlation. If the partial correlation is zero, the original X-Y correlation was spurious. Anything in the middle is a mix of the two.

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