I confess that I may be biased, but....
Why do people think that Economics is more scientific than Psychology?!?
I suspect that what happens is people realize that economists use a lot of math, and assume because of that, they are "scientific" (science = math stuff). Psychologists actually perform scientific experiments and disprove hypotheses. Admittedly Psychologists are less numerate than Economists, but math skills != science.
If "science" is held to be adherence to the scientific method, economics is mostly non-scientific. Most economists don't perform experiments, but rather apply assumed axioms. There are experimental economists, but the field is rather new, and basically a subfield of experimental psychology.
A Wall Street Journal article by Harvard professor of government Harvey Mansfield claims that the social sciences and humanities are inferior to the sciences. The article implicitly urges undergraduates to major in science. From the article:
Do you agree with this? As a game theorist I probably have a rather biased view of the situation. It's certainly true that the ideal of the scientific method is vastly better than the practice of economists, but I think that majoring in economics provides better training for a rationalist than majoring in any of the sciences does.
Economics explicitly considers what it means to be rational. Although it infrequently considers ways in which humans are irrational, I'm under the impression that the hard sciences never do this. Furthermore, because economists can almost never perform replicable experiments we have to rely on what everyone in the profession recognizes as messy data; therefore we’re far more equipped than hard scientists to understand the limits of using statistical inference to draw conclusions from real world situations. Although I have seen no data on this, I bet that a claim by nutritionists that they have found a strong causal link between some X and heart disease would be treated with far more skepticism by the average economist than the average hard scientist.