Do predictive models need to be causal?

This post is partly because I’m about to start teaching generalised linear models and partly to avoid doomscrolling Do predictive models need to be causal? At first glance the response is something like “Of course not; are you high?”. If you have a model \[\log P(Y=1)= \alpha +\beta_X X+\beta_Z Z\] then whether the model is usefully predictive has almost nothing to do with whether one of…