Matt_Simpson comments on Need some psychology advice - Less Wrong Discussion
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A recent study in the American Journal of Psychiatry found that CBT was no better than psychoanalysis. On the plausible assumption that psychoanalysis doesn't work (better than a placebo), it follows that CBT doesn't work either.
For discussion, see this post by Scott Alexander (Yvain).
Please edit the above to read "by Scott Alexander" - the blog doesn't carry his name for patient privacy reasons.
Sorry about that. I have edited the comment.
Also, from Scott's post:
Do you still believe that "CBT (Cognitive Behavioural Therapy) has a strong evidence base"?
I'm less confident of that now, but it's still a great deal better than nothing (and I think it's probably better than psychoanalysis at teaching coping skills for this sort of anxiety).
I also think that the technique I suggested can improve the accuracy of your predictions, which is a good thing independently of whether it improves anxiety or not.