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Sometimes I see people that perform some kind of activity, which could entitle something to them and when the entitlement is made, they refuse being called that way - they prefer to avoid characterization or to characterize themselves with a new word that does not carry the (usually) pejorative meaning of the previous one and that, in their opinion, better characterize their activity.

Although I speculate some answers for why this phenomena happens, like for example: We may want to perform such activity without the effects of the stigma. I don't know if it's certain nor know what is the full extent of the study of such phenomena (perhaps there are a lot more things than I couldn't think about).

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Its a kind of non-conformity. Its caused by desires for uniqueness. It can be treated if it becomes abnormal or interferes with life or the lives of those who love.

Conformity is the act of matching attitudes, beliefs, and behaviors to group norms. Norms are implicit, unsaid rules, shared by a group of individuals, that guide their interactions with others. This tendency to conform occurs in small groups and/or society as a whole, and may result from subtle unconscious influences, or direct and overt social pressure. Conformity can occur in the presence of others, or when an individual is alone. For example, people tend to follow social norms when eating or watching television, even when alone.

-Wikipedia Conformity

A high need for uniqueness undermines majority influence. Need for uniqueness (a) is a psychological state in which individuals feel indistinguishable from others and (b) motivates compensatory acts to reestablish a sense of uniqueness. Three studies demonstrate that a strive for uniqueness motivates individuals to resist majority influence. In Study 1, the need for uniqueness was measured, and it was found that individuals high in need for uniqueness yielded less to majority influence than those low in need for uniqueness. In Study 2, participants who received personality feedback undermining their feeling of uniqueness agreed less with a majority (vs. minority) position. Study 3 replicated this effect and additionally demonstrated the motivational nature of the assumed mechanism: An alternative means that allowed participants to regain a feeling of uniqueness canceled out the effect of high need for uniqueness on majority influence.

-What Motivates Nonconformity? Uniqueness Seeking Blocks Majority Influence

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Not sure which particular study to point you toward (there are probably plenty out there on variously related topics), but to me, it seems pretty unremarkable that people seek to avoid pejorative characterizations. Then again, it's pretty remarkable how far we'll go to do this! We're social animals with a lot riding on our reputations, hence we're quite sensitive to others evaluations of us, and we're generally eager to please, or at least to be respected. Individual differences in these concerns exist in big ways though, as should surprise no one who's heard anything good about personality psychology lately.

Consider checking out the literature on self-monitoring. It's a well-studied individual difference in the tendency to alter one's self-presentation to please others, or at least control others impressions of oneself, basically (it's actually a somewhat complex construct, or two or three, depending on how you measure it). Low self-monitors tend to act how they act without worrying too much about it, about who might be watching, or about what others might think about them. (Come to think of it, one might even call low self-monitoring a characteristic resistance to social psychological phenomena in general! There's a hypothesis worth testing...but don't quote me on it until you do!) Conversely, high self-monitors make good actors / actresses: they know who's watching, how they look in front of "the camera," and they know how to please their audiences (or, at least, they think they do; it's often measured by self-report). [Edit]: Just in case it's unclear, I've described the meanings of "high" and "low" scores on a continuous dimension (or maybe two or three) of individual differences here; real people can be anywhere in-between too, or maybe even more extreme.

Self-monitoring might not be exactly what you're talking about—it's a characteristic adaptation to a pretty broad range of social situations—but I bet you could predict exactly what you're talking about with a nontrivial degree of accuracy using self-report questionnaire scores on self-monitoring.

P.S. Whenever I mention self-monitoring, I can't resist adding that I'm a former research assistant of the guy who came up with it. It entitles me to add that Mark Snyder is an awesome psychologist in general!

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