gwern comments on Two More Things to Unlearn from School - Less Wrong
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On the propositon that 'knowing that you are confused is essential for learning' there is a structural equation model, tested empirically on 200+ subjects, that concludes that the ability of knowing-that-you-don't-understand is an essential prerequisite for learning, in the sense that people who have that ability learn much better than those who do not. Three other individual difference variables are also involved, but only come into play after the person realizes that they don't understand something. Its called 'Learning from instructional text: Test of an individual differences model' and is in the Journal of Educational Psychology (1998), 90, 476-491.
Another well-known study was of students learning a computer language from a computer tutoring program, in which all their keystrokes during learning were captured for analysis, and the biggest correlation with successful learning was the number of times they pushed a button labeled 'I don't understand.' (John Anderson's of Carnegie-Mellon)
Another famous result was from the notorious California State Legislature-mandated study of self-esteem: in high school seniors, i it was found that students with the highest self-esteem when they graduated -- they thought they already knew everything -- were those with the lowest self esteem the next year-- they couldn't keep a job because -- they thought they already knew everything.
I have a copy of this if anyone wants it.