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In respect to social anxiety the practice of Cognitive Behavioral Therapy and success rate for treating patients with social anxiety is much higher than other type of treatments. One psychotherapist in San Francisco suggests patients develop skills for coping and they end up conquering their anxiety disorder thanks to CBT treatment.
I have used CBT in the past for some social anxiety I was experiencing during high school. CBT is a highly effective treatment.. and I definitely recommend it. I still use the skills that I learned 5 years ago, daily. Anything is worth a try. It's not necessarily for everyone but I personally found it very helpful.