The studies cited on this forum usually extoll the benefits of one aspect of the paleo diet ("study X says grains are bad", "study Y says processed foods are bad", etc).
Has anyone done a study on the effects of the paleo diet in toto?
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There are hundreds of Paleo-Hackers doing n=1 studies every day and publishing their results--good, bad and indifferent--right here on this forum. Keep reading.
Here's one that Mark Sisson pointed out, with reference below:
“Even short-term consumption of a paleolithic type diet improves BP and glucose tolerance, decreases insulin secretion, increases insulin sensitivity and improves lipid profiles without weight loss in healthy sedentary humans.”
European Journal of Clinical Nutrition advance online publication, 11 February 2009; doi:10.1038/ejcn.2009.4
That is, in short, how diet and nutrition are studied. To do a double blind controlled study you need to take mice, say and control for all confounding factors. The other kind of study is long term, just following people and what they do like the framingham heart study. For that you would need a lot of people in the general population of your study to eat paleo.
For a great look at how nutrition is studied and its inherent limitations, read Micheal Pollans "In Defense of Food."
The other thing to think about is that no one has really studied any sort of diet as a whole, in the way you would like to see. All nutritional info is in isolation or anecdotal. If it were easy to study we'd have fewer diet books on the shelves.