small N, big correlation
"but the correlation is so large, it must be a robust effect" 🤔 for small samples, large values for the computed correlation coefficient are more likely to appear, even in the absence of any relationship. see here for 2 independently generated variables & different sample sizes: pic.twitter.com/bkUfOypGz2
— Natalie Schaworonkow (@nschawor) February 11, 2021