This is an older article, but it is relevant when talking about religion:
In a series of studies, Dr. Kruger and Dr. Dunning tested their theory of incompetence. They found that subjects who scored in the lowest quartile on tests of logic, English grammar and humor were also the most likely to “grossly overestimate” how well they had performed.
This would explain a great many things about the religious. For example, it explains why someone who knows nothing about evolution would be supremely confident that evolution is wrong, and that God therefore created all life.