Hi, I have done a bit of research on this topic. I conducted a correlational study that looked at the relationships among anxiety symptoms, disordered eating and self-efficacy beliefs in undergraduate women. What I found was that self-efficacy beliefs mediated the relationship between anxiety symptoms and disordered eating. This means that the higher the self-efficacy beliefs a woman has about her ability to cope with stress, the less likely she is to report disordered eating behaviors. So, to answer your question, CBT could help to increase a woman's self-efficacy beliefs by changing the way a woman thinks about stressful situations. For example, most anxious situations become worse if you think you are unable to cope with the situation (cognitive). If you can learn new, healthy ways to manage (behavioral) stressful events, like yoga/meditation/social support/prayer, your self-efficacy beliefs will rise and you will be less likely to continue disordered eating behaviors.
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