A Crusade Against Multiple Regression Analysis

In the Edge
Yes, well known, but often ignored,  is all the context in the model?  Again in the realm of misusing statistics.  A lengthy conversation with Richard Nisbett.  A crusade, he says, that may be worth taking note of.

" .... The thing I’m most interested in right now has become a kind of crusade against correlational statistical analysis—in particular, what’s called multiple regression analysis. Say you want to find out whether taking Vitamin E is associated with lower prostate cancer risk. You look at the correlational evidence and indeed it turns out that men who take Vitamin E have lower risk for prostate cancer. Then someone says, "Well, let’s see if we do the actual experiment, what happens." And what happens when you do the experiment is that Vitamin E contributes to the likelihood of prostate cancer. How could there be differences? These happen a lot. The correlational—the observational—evidence tells you one thing, the experimental evidence tells you something completely different. ... "