At the heart of the underdetermination of scientific theory by evidence is the simple idea that the evidence available to us at a given time may be insufficient to determine what beliefs we should hold in response to it. In a textbook example, if I all I know is that you spent $10 on apples and oranges and that apples cost $1 while oranges cost $2, then I know that you did not buy six oranges, but I do not know whether you bought one orange and eight apples, two oranges and six apples, and so on.
A simple scientific example can be found in the rationale behind the sensible methodological adage that “correlation does not imply causation”. If watching lots of cartoons causes children to be more violent in their playground behavior, then we should (barring complications) expect to find a correlation between levels of cartoon viewing and violent playground behavior. But that is also what we would expect to find if children who are prone to violence tend to enjoy and seek out cartoons more than other children, or if propensities to violence and increased cartoon viewing are both caused by some third factor (like general parental neglect or excessive consumption of Twinkies).
So a high correlation between cartoon viewing and violent playground behavior is evidence that (by itself) simply underdetermines what we should believe about the causal relationship between the two. But it turns out that this simple and familiar predicament only scratches the surface of the various ways in which problems of underdetermination can arise in the course of scientific investigation. (Continue)
(Via Stanford Encyclopedia of Philosophy)