I wonder how many people making this claim are willing to apply it to geology, oceanography, climate science, astronomy and epidemiology?
Example climate science: Have two models, and see which one predicts the next decades better.
Economists also attempt to test micro-economic principles through controlled, randomized experiments, similar to how psychology experiments are conducted.
A controlled experiment in climate science/geophysics/etc would involve building two earths (or stars, in the case of astronomy), subjecting one to a treatment and using the other as a control.