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One of the most curious aspects of the 2004 presidential election was the strength and resilience of the belief among many Americans that Saddam Hussein was linked to the terrorist attacks of September 11. Scholars have suggested that this belief was the result of a campaign of false information and innuendo from the Bush administration. We call this the information environment explanation. Using a technique of “challenge interviews” on a sample of voters who reported believing in a link between Saddam and 9/11, we propose instead a social psychological explanation for the belief in this link. We identify a number of social psychological mechanisms voters use to maintain false beliefs in the face of disconfirming information, and we show that for a subset of voters the main reason to believe in the link was that it made sense of the administration's decision to go to war against Iraq. We call this inferred justification: for these voters, the fact of the war led to a search for a justification for it, which led them to infer the existence of ties between Iraq and 9/11.