Story and evidence.
“A shoe factory sends two marketing scouts to a region of Africa to study the prospects for expanding business. One sends back a telegram saying,
SITUATION HOPELESS STOP NO ONE WEARS SHOES
The other writes back triumphantly,
GLORIOUS BUSINESS OPPORTUNITY STOP THEY HAVE NO SHOES
~ It's all invented, The Art of Possibility
We think that the evidence we see (the facts, the interactions, the reality) shape the story we tell ourselves. However, it's the story that determines how we see the evidence.
A rational person would see a bad outcome as part of the probability of the event whereas a person who tells the story that she caused the bad outcome is going to blame herself.
The event is the same. The story changes how we see it.