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The purpose of this study was to determine whether cognitive–behavioral treatment (CBT) operates by effecting changes in cognitions, affects, and coping behaviors in the context of painful episodes. Patients were 54 men and women with temporomandibular dysfunction-related orofacial pain (TMD) enrolled in a study of brief (6 weeks) standard conservative treatment (STD) or standard treatment plus CBT (STD + CBT). Momentary affects, pain, and coping processes were recorded on a cell phone keypad four times per day for 7 days prior to treatment, and for 14 days after treatment had finished, in an experience sampling paradigm. Analyses indicated no treatment effects on general retrospective measures of pain, depression, or pain-related interference with lifestyle at post-treatment. However, mixed model analyses on momentary pain and coping recorded pre- and post-treatment indicated that STD + CBT patients reported greater decreases in pain than did STD patients, significantly greater increases in the use of active cognitive and behavioral coping, and significantly decreased catastrophization. Analyses of experience sampling data indicated that post-treatment momentary pain was negatively predicted by concurrent active coping, self-efficacy, perceived control over pain, and positive-high arousal affect. Concurrent catastrophization was strongly predictive of pain. Active behavioral coping and self-efficacy reported at the prior time point (about 3 h previously) were also protective, while prior catastrophization and negative-high arousal mood were predictive of momentary pain. The results suggest that CB treatment for TMD pain can help patients alter their coping behaviors, and that these changes translate into improved outcomes.