Correlation does not **”imply”** causation is too strong of an assertion – it very often does certainly *imply* causation.
The phrase I’m more familiar with being used, especially in psychology, is correlation doesn’t equal causation or correlation doesn’t mean causation.
> but can someone explain what exactly it means?
It just means that sometimes two things can be correlated by random chance *or* that two things can be correlated due to a hidden variable, or that the cause and effect is backwards.
> Sometimes, does correlation ever imply causation?
Absolutely, there are literally millions of examples. The more massive an object is, the stronger its gravitational field. The gravitational field is correlated to the object mass.
In psychology, the personality of identical twins shares a higher degree of correlation than that of normal siblings. The implication being that genes cause personality to some extent.
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