You don't actually know that to be the case.
This from Skepdic:
"There are too many studies which have found objective improvements in health from placebos to support the notion that the placebo effect is entirely psychological.
Doctors in one study successfully eliminated warts by painting them with a brightly colored, inert dye and promising patients the warts would be gone when the color wore off. In a study of asthmatics, researchers found that they could produce dilation of the airways by simply telling people they were inhaling a bronchiodilator, even when they weren't. Patients suffering pain after wisdom-tooth extraction got just as much relief from a fake application of ultrasound as from a real one, so long as both patient and therapist thought the machine was on. Fifty-two percent of the colitis patients treated with placebo in 11 different trials reported feeling better -- and 50 percent of the inflamed intestines actually looked better when assessed with a sigmoidoscope"
There are other parts of the article that probably contradict it. But it's clear there might well be a physical side to it.
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