Which statistical test is used to analyse cause and effect relationship between two variables independent of any grouping variables? To get a more clear picture of this, let me illustrate it with an example. 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. Like if students are highly engaged, this will lead to better learning achievement of such students. I want to check similar sort of relationship.