Hormone Replacement Therapy
Numerous epidemiological studies showed that women who were taking combined hormone replacement therapy (HRT) also had a lower-than-average incidence of coronary heart disease (CHD), leading doctors to propose that HRT was protective against CHD.
Subsequently, controlled trials showed that HRT caused a small and significant increase in risk of CHD. Re-analysis of the data showed that women undertaking HRT were more likely to be from socio-economic groups with better than average diet and exercise regimes, both confounding factors.
Correlated HRT and decreased CHD were caused by a third common factor, rather than the result of a medication producing an unanticipated beneficial effect. The failure to consider relevant confounding factors led to an erroneous conclusion. Be skeptical of a seemingly direct connection unless confirmed by data from a controlled experiment — if you want to avoid being seduced by an attractive appearance.
Excerpted and adapted from:
Correlation does not imply causation