What's Multiple Regression got to do with it?

The first thing most people learn in statistics is that correlation is not causation, and that inferring causation from statistical results requires that there is a theoretical model (a good reason to think there is a causal effect), not just a statistical one. Usually, this implies a theory with some “mechanisms” that may also be subject to investigation. Except in some quite limited senses of the term, almost no one thinks that any MR results justify a causal claim (Goldthorpe, 2001).