In 1979, Lord, Ross, and Lepper conducted a study into how different people - in this case, 48 undergraduates - interpret the results of the same studies based on their different initial beliefs.
This post does a great job at summarizing the findings.
In a nutshell: people who agreed with the study's findings beforehand will consider the study sensible; trustworthy; methodologically sound. But people who disagreed will consider it worthless and flawed.
I've noticed myself doing the same thing. For example: when I was heavily drinking diet soda; before I ran headlong into insulin resistance; I was distrustful of studies showing the association between diabetes and artificial sweeteners. I didn't want zero-calorie sweeteners to be bad, so I wasn't reading studies honestly. I preferred not to read them at all – but if I did, it was only to be able to find some flaw.
I see people doing this all the time. You might be one of the people invested in denying that the concept of IQ has any meaning. Others are denying the effectiveness of vaccines. Denying climate change. And so on.
This is why we can't have good things.
So far, the only way to counter this seems to be to have less ego, and not identify with particular beliefs.
You may think of George Soros various things, but perhaps the most valuable lesson I read in one of his books was that a good investor should always be able to change their mind after receiving new information. It doesn't matter if you made an investment just yesterday. If today you learn convincing information that the investment is doomed, you must be able to turn on a heel, and abandon immediately. There must be no ego in this. The critical error is not having made the investment not knowing better; it is holding on to it, now that you do.
This is a mindset we ought to pursue with respect to our convictions. To the extent we do not do this, the only other way to learn is when reality hits us upon the head.
The title is an allusion to No true Scotsman, a similar fallacy. When a study conflicts with our closely held beliefs, we interpret it as a "no true study".