I worded my comment incorrectly (and edited it accordingly). What I should have said is that when you run a stats test against a dataset, there's a known probab

I worded my comment incorrectly (and edited it accordingly). What I should have said is that when you run a stats test against a dataset, there's a known probability that you'll get a significant correlation simply due to chance. The more variables you examine, the higher that chance becomes. I just found this on Google but the first page of this paper explains it a little better: http://www.stat.berkeley.edu/~mgoldman/Section0402.pdf http://www.stat.berkeley.edu/~mgoldman/Section0402.pdf