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According to Bandura (1977, 1981, 1982), psychological procedures change behavior in part by creating and strengthening perceived self-efficacy, which refers to judgments of one's performance capabilities in a given domain of activity. Self-efficacy can influence choice of activities, effort expended, persistence, and task accomplishments. Efficacy information is conveyed through actual performances, vicarious (observational) experiences, forms of persuasion, and physiological indexes (e.g., heart rate).
Schunk et al. (Tue,) studied this question.