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Fifteen male varsity athletes were informed that some of them would be selected to receive an anabolic steroid (Dianabol). Instead, six selected subjects were given placebo pills. Taking the placebo apparently supplied the psychological inducement to increase strength gains above and beyond reasonable progression. Greater training gains were made during the placebo period in three out of four weight lifting exercises. The gains were statitsically significant when comparing the two regression lines for the pre-placebo and placebo periods.
Ariel et al. (1972) studied this question.