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Researchers in psychology follow the scientific method to perform studies that help explain and may predict human behavior. This is a much more challenging task than studying snails or sound waves. It often requires compromises, such as testing behavior within laboratories rather than natural settings, and asking those readily available (such as introduction to psychology students) to participate rather than collecting data from a true cross-section of the population. It often requires great cleverness to conceive of measures that tap into what people are thinking without altering their thinking, called reactivity. Simply knowing they are being observed may cause people to behave differently (such as more politely!). People may give answers that they feel are more socially desirable than their true feelings. But for all of these difficulties for psychology, the payoff of the scientific method is that the findings are replicable; that is, if you run the same study again following the same procedures, you will be very likely to get the same results.

Source: Learn Psychology by Dr. Kenneth E Carter, Dr. Colleen M Seifert

It seems like "called" refers to "altering their thinking", but I'm not sure because I've never learnt that "past participle" such as "called" can refer to the part of its entire preceding sentence.

Up until now, I've only learnt that "past participle" can refer to its direct preceding noun.

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Generally speaking, the verb "called" would refer to a noun, but anything that can refer to a noun can also refer to a noun phase, since, by definition, a noun phrase functions as a noun.

For example:

The infusion of contaminants into the natural environment – be they chemical contaminants such as sulfur or carbon monoxide, or energy contaminants such as noise or artificial light – is called pollution.

In that sentence, what is "called pollution"? Not infusion, not contaminants, not the natural environment, but the infusion of contaminants into the natural environment. To fully understand the definition of pollution, we need to consider all three.

Your excerpt is even more tricky. The author is talking about how challenging it is to measure reactivity, which seems to be concept alluded to in the previous text, but not described or defined outright.

Wikipedia defines reactivity as

a phenomenon that occurs when individuals alter their performance or behavior due to the awareness that they are being observed

Given that definition, and this sentence:

It requires great cleverness to conceive of measures that tap into what people are thinking without altering their thinking, called reactivity.

if I had to pick a preceding noun phrase that "called" refers to, I would choose what people are thinking without altering their thinking. However, unlike the pollution example, I don't think that's an exact definition, so one might argue that this is a careless use of the word called. The sentence could be rewritten as:

It requires great cleverness to conceive of measures that tap into what people are thinking without altering their thinking, because of reactivity.

Alternatively, the paragraph could be restructured such that the phrase "called reactivity" moved closer to where the concept is more directly defined:

It often requires great cleverness to conceive of measures that tap into what people are thinking without altering their thinking. Simply knowing they are being observed may cause people to behave differently (such as more politely!). This is called reactivity.

However, I think most native speakers would grasp what the authors mean without stumbling on this point.

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Yes, it refers to altering their thinking. The structure is "...tap into (what people are thinking) without ((altering their thinking), called reactivity)".

This construct is a reduced passive relative clause. It's equivalent to a full relative clause, as in "altering their thinking, which is called reactivity", but it omits "which is".

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