[R] correlation and causality examples

[Dirk Eddelbuettel]

On Sat, Nov 15, 2003 at 03:49:29PM +0100, Jean lobry wrote:
> BTW, does someone know where to find the data of this example
> of a high correlation between beer drinking in the US and children
> mortality in japan (or something like that, I'm unsure, I have
> googled around with these keywords but found nothing) ?

IIRC someone did a paper a few ago correlating "everything" in a OECD or
World Bank database of macroeconomic variables... and found something like
milk production in Indonesia to be a perfect predictor for subsequent SP500
returns.

The point was, of course, to show the fallacy in such 'data mining'.  I wish
I had the original reference.

Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx