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Nietzsche on our claim that we have 'free will'

Against the Free Will Thesis, Nietzsche argues that a free agent (that is, one sufficiently free to be morally responsible) would have to be causa sui (i.e., self-caused, or the cause of itself); but since we are not causa sui, no one can be a free agent. Nietzsche takes for granted — not implausibly — that our moral and religious traditions are incompatibilist at their core: causally determined wills are not free wills.

desire for “freedom of the will” in the superlative metaphysical sense…the desire to bear the entire and ultimate responsibility for one's actions oneself, and to absolve God, the world, ancestors, chance, and society involves nothing less than to be precisely this causa sui and…to pull oneself up into existence by the hair, out of the swamps of nothingness. (BGE 21)
But we cannot, needless to say, pull ourselves up “out of the swamps of nothingness,” and so we cannot have ultimate responsibility for our actions.

This explanation of a person's moral beliefs in terms of psycho-physical facts about the person is a recurring theme in Nietzsche. “[M]oralities are…merely a sign language of the affects” 

 “Moral judgments,” he says are, “symptoms and sign languages which betray the process of physiological prosperity or failure” (WP 258). “[O]ur moral judgments and evaluations…are only images and fantasies based on a physiological process unknown to us” (D 119), so that “it is always necessary to draw forth…the physiological phenomenon behind the moral predispositions and prejudices” (D 542). A “morality of sympathy,” he claims is “just another expression of … physiological overexcitability” (TI IX:37). Ressentiment — and the morality that grows out of it — he attributes to an “actual physiological cause [Ursache]” (G
Propositional contents would make them appear to be causally connected to the action are, in fact, epiphenomenal
The “inner world” is full of phantoms…: the will is one of them. The will no longer moves anything, hence does not explain anything either — it merely accompanies events; it can also be absent. The so-called motive: another error. Merely a surface phenomenon of consciousness — something alongside the deed that is more likely to cover up the antecedents of the deeds than to represent them….
What follows from this? There are no mental [geistigen] causes at all
Nietzsche. “[B]y far the greatest part of our spirit's activity,” says Nietzsche, “remains unconscious and unfelt”

es, Nietzsche's strongest targeted argument for the epiphenomenality of consciousness depends on a piece of phenomenology, namely, “that a thought comes when ‘it’ wishes, and not when ‘I’ wish” 
Epiphenomenalism is the view that mental events are caused by physical events in the brain, but have no effects upon any physical events. Behavior is caused by muscles that contract upon receiving neural impulses, and neural impulses are generated by input from other neurons or from sense organs.
Huxley (1874), who held the view, compared mental events to a steam whistle that contributes nothing to the work of a locomotive. James (1879), who rejected the view, characterized epiphenomenalists' mental events as not affecting the brain activity that produces them “any more than a shadow reacts upon the steps of the traveller whom it accompanies”.

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