thomblake comments on Controlling your inner control circuits - Less Wrong
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The term "placebo effect" was coined to refer to phsychological effects intruding on non-psychological studies. In this case, since the desired effect is purely psychological, it's meaningless at best and misleading at worst. There is no self-help advice equivalent to a sugar pill. The closest thing to a sugar pill available is known-bad advice, and giving known-bad advice to a control group strikes me as decidedly unethical.
So, if you have an experimental procedure, go ahead and suggest it. Absent that, the only available data comes from self-experimentation and anecdotes.
One example of a control group in a psychological study (can't find reference): researchers compared freudian psychoanalysis to merely sitting there and listening.
sugar has physiological effects, so you can't really assume a sugar pill is neutral with no side-effects
And when you are testing the psychological effects of urea based salts you can't really assume lithium salts are neutral with no side-effects.