How do you test if there is evidence of a relationship between two things? Which statistically...

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How do you test if there is evidence of a relationship betweentwo things? Which statistically test would need to be used?

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There are two variables A and B I want to test if A has an effect on B or B has an effect on A For instance we know that engagement and learning achievement effect each other 1 cause and effect is talking about independent and dependent variables 2 two variables independent of any grouping variables cannot be related    See Answer
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