MichaelHoward comments on Raising the Sanity Waterline - Less Wrong
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There are a couple of large gorillas in this room.
First, the examples of great scientists who were also religious shows that you don't have to be an atheist to make great discoveries. I think the example of Isaac Newton is especially instructive: not only did Newton's faith not interfere with his ability to understand reality, it also constituted the core of his motivation to do so (he believed that by understanding Nature he would come to a greater understanding of God). Faraday's example is also significant: his faith motivated him to refuse to work on chemical weapons for the British government.
Second, evidence shows that religious people are happier. Now, this happiness research is of course murky, and we should hesitate to make any grand conclusions on the basis of it. But if it is true, it is deeply problematic for the kind of rationality you are advocating. If rationalists should "just win", and we equate winning with happiness, and the faithful are happier than atheists, then we should all stop reading this blog and start going to church on Sundays.
There are subtleties here that await discovery. Note for example Taleb's hypothesis that the ancients specifically promoted religion as a way of preventing people from going to doctors, who killed more people than they saved until the 19th century. Robin made a similar point about the cost effectiveness of faith healing.
Many of us don't, certainly not with happiness alone, but even if we did...
I accept a correlation between religious faith and happiness, but it's a long way from there to concluding that taking up religious faith is the best way to gain this happiness. Many sources of long-term happiness - sense of community, feelings of purpose, close family bonds, etc - are more likely to be seen in a religious person, but you don't have to turn to religion to experience them.