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This question is not a problem, but a personal inquiry. In my class all of the statistical tests we have reviewed : T-Test, Z-Test, One-Way

This question is not a problem, but a personal inquiry. In my class all of the statistical tests we have reviewed : T-Test, Z-Test, One-Way Anova, Two-Way Anova, Chi-Square; they all either show a correlation (relationship) or they show a difference. I asked my professor and they went back to the assignment, not answering my question so I am coming here asking you. Are there statistical tests that focus on how one variable impacts ( not just showing a relationship, but actually impact, but not cause and effect) another variable? Like for, instance, our assignment was to show a relationship between religion and anxiety. But when I asked about how we would test for how spirituality impacts anxiety, our professor went back to but you are only trying to show a relationship, basically not answering my question. Are there statistical tests where you can take two dependent variables and if and to what extent one impacts the other?

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