Confounding

The effect of X on Y is hopelessly mixed up with the effects of other explanatory variables on y. For example, if we are studying the effects of Tylenol on reducing pain, and we give a group of pain-sufferers Tylenol and record how much their pain is reduced, we are confounding the effect of giving them Tylenol with giving them any pill. Many people report a reduction in pain by simply being given a sugar pill with no medication in it at all, this is called the placebo effect. To establish causation, a designed experiment must be run.