If I run correlation analysis between two variables and get a non-significant result, is there any point to run regression and include covariates? I ran correlation analysis between two variables and found a very non-significant result. I know that in a case in which you find a significant result, you might want to think about putting the two variables into a multiple regression (with one of the variables as a predictor and the other as response variable) and also including covariates as predictors which you think might contribute to the relationship in order to make sure to account for any confound. But what about my case in which I found no significant correlation between the two variables... could including the variables in regression along with some covariates possibly reveal a significant relationship between my two variables? I think the answer is no, but I want to make sure.
Thanks,
FBH

Short answer is "Yes" as I show here.  The correlation between two variables can be "confounded", a relationship can be obfuscated/be spurious in the absence of other variables (either in your data or not in your data).
Key words to search for on this site are "Confounding", "Omited Variable Bias", and "Stepwise Regression"
