College students' religious background and frequency of religious participation were related to scores on Rotter's of scale, a measure designed to assess the tendency either to see oneself as having control over his reinforcements (internal control) or to see outside forces, such as luck or fate, as determining his outcomes (external control). There was a general tendency for people who participated more frequently in religious activities to express more internal attitudes. The relationship was mediated by sex, however; the effect was apparent only for females. Protestants were significantly more internal than Jews; Catholics scored between these two groups. Socioeconomic status was not significantly related to locus of control in this sample.
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Shrauger et al. (1971) studied this question.