Did you cut out sugar and feel more energetic, take vitamin C and stop getting colds, switch to eating only meat and watch anxiety melt away? It’s going to be very hard for anyone to talk you out of that.
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In evolutionary terms, we’ve had PubMed for seven nanoseconds, so it’s not surprising it can’t override a decision-making apparatus that has been evolving since the primordial ooze.
We’re hard-wired to connect dots. When Thing 1 happens, and then Thing 2 happens, we humans are very likely to conclude that Thing 1 caused Thing 2, even if they’re completely unrelated; it’s a phenomenon psychologists call the “illusion of causality.”
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So, it could be that the effect is all in your head. It could be that the effect is real, whether it’s placebo pain relief or measurable weight loss. But either way, if your experience flies in the face of research results, you’re probably going to go with your experience. And [Caltech professor Christopher] Hitchcock says that could be a completely rational decision. If the cost of continuing (say, paying for a supplement) is small compared to the risk of discontinuing (and potentially giving up the perceived benefit), it makes sense to keep on keeping on.