Some relationships, like “bigger than,” are transitive; if I weigh more than my son and my son weighs more than my daughter, it’s an absolute certainty that I weigh more than my daughter. “Lives in the same city as” is transitive, too—if I live in the same city as Bill, who lives in the same city as Bob, then I live in the same city as Bob. Correlation is not transitive. It’s more like “blood relation”—I’m related to my son, who’s related to my wife, but my wife and I aren’t blood relatives to each other. In fact, it’s not a terrible idea to think of correlated variables as “sharing part of
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