Russ Roberts wrote: 

I happen to believe that concealed handguns do deter crime and allowing concealed handguns is a good thing. … But what’s clear to me is that my belief in the virtues of allowing concealed hand guns has little to do with the empirical evidence. And I would argue that the opponents are really in the same boat.

I then asked:

If Russ relies little on data to draw his conclusions, then on what does he rely?  … Can’t we say the same thing about theory, that we mainly just search for theory arguments to support preconceived conclusions?  … Either you should believe that truth-correlated data or theory has substantially influenced your belief, or you should retain only a very weak belief. 

Russ has responded:

When scholars can run hundreds of multivariate regressions at very low cost, it easy to convince yourself that the results that confirm your prior beliefs are the "right" results.  The Pragmatists … believed that the rationalism of Descartes had a dangerous element of hubris. … Your grandmother is right. She believes in certain things. When you ask her to justify her beliefs she shrugs and says she can’t. … Norms of behavior that survive, survive because they’re effective even when no one understands why.

The Cartesian belief that you should examine every one of your beliefs … the pragmatists argued that that was akin to examining the planks of your boat while you were at sea. … All of which is to say that we shouldn’t pretend to be scientific when we’re only doing something that has the veneer of science. That’s much more dangerous than saying, I don’t know or we can’t answer that question. … I also did not mean to imply that data and evidence are irrelevant in how we form our beliefs about what is true. Or that our biases never get overturned.

I’m still confused.  Does Russ think his life will "sink" if he further considers his reasons for his believing in concealed handguns, even though it was he who raised this issue?  Does he think only scientists should want reasons for their beliefs?  Does he believe concealed handguns deter crime because his grandma had hidden guns and lived a long life?  Or is it because grandma’s society had them and was prosperous?

Yes, if one prosperous society had concealed handguns that is at least weak evidence for the reasonableness of that behavior.  But since other prosperous societies forbid concealed handguns, I don’t see how you can have more than a weak belief on this basis, unless you rely on one of those complex data analyzes Russ distrusts.  Russ doesn’t seem to think there is simple clear data on concealed handguns, and he hasn’t taken up my suggestion to claim that he is persuaded by theory, either complex and subtle or simple and clear.   And yet Russ still seems to retain a strong belief.  This seems literally unreasonable to me.   

Added 1Nov:  Russ has responded:

Robin is taking my observation about pragmatism and applying it to handguns. I didn’t mean to. … Cynicism … seems to leave us with anecdotes. Well, there’s also common sense, intuition and general lessons gleaned from experience and empirical work that is less prone to manipulation. …   Here’s how my biased neoclassical view works. … You’re going to find it very hard to convince me that an increase in demand holding everything else constant lowers wages. … For what it’s worth, I am less of a hard-core neoclassical economist than when I left Chicago. …. Finally, a commenter at Overcoming Bias, Constant, does a much better job than I did explaining the differences between the Pragmatist and the Cartesian …

Applying this to the current case, the pragmatist approach says that if you have a belief about guns and the evidence does not contradict the belief, then keep the belief.

OK, Russ finally answers as I’d originally expected: he relies on simpler clearer data and theory.  So I’ll now only complain about his bias to hold his previous beliefs to a lower standard than he holds posssible alternatives.