Jonah Lehrer describes why our "reliance on correlations has entered an age of diminishing returns":
First, all of the easy causes have been found, which means that scientists are now forced to search for ever-subtler correlations, mining that mountain of facts for the tiniest of associations. Is that a new cause? Or just a statistical mistake? The line is getting finer; science is getting harder. Second—and this is the biggy—searching for correlations is a terrible way of dealing with the primary subject of much modern research: those complex networks at the center of life. While correlations help us track the relationship between independent measurements, such as the link between smoking and cancer, they are much less effective at making sense of systems in which the variables cannot be isolated. Such situations require that we understand every interaction before we can reliably understand any of them.
(A detail from a chart reminding us that correlation doesn't prove causation.)
The Dish 