Give a real world (qualitative) example of three variables $X$, $Y$ and $Z$, for which you expect $X$ and $Y$ to be marginally associated but conditionally independent, controlling for $Z$.

I can think of many example where correlation does not imply causation but I am having trouble thinking of examples for this.

  • $\begingroup$ $X=Y=Z$ gives an example. $\endgroup$ – Kavi Rama Murthy Oct 4 '18 at 9:15

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