I believe that as humans we try our hardest to study human behaviour objectively but it does not work that well and depending on what is being studied sometimes we should not study our behaviour objectively. There is a slight paradox that occurs when we try and objectively study human behaviour. If we simply observe a population we think it would be fine, however, at some point since we have areas of higher order thinking, the people being studied realize that they are being studied, this causes them to change their behaviour and the experiment is no longer valid because none of the behaviours are raw.
There are different ways we try to study human behaviour objectively. On theory is to simply study a culture from afar while not interacting with them at all. This leads to the problem of the people realizing they are being studies, and trying to guess what the person is looking for and giving that to them. Another way is to try and study people without others knowing about it ie. hidden cameras. This causes lots of privacy issues, and even if you do put hidden cameras there is still a chance of people finding them and once again acting how they think the researchers wants them too. So as you can see in order to study human behaviour objectively the people being studies can not know otherwise they change their behaviour, but if researchers try something more discreet it usually violates human privacy.
However there are other problems when people attempt to not be objective. They try to be a part of the behaviour they are studying in order to not look at it objectively but this does not always work. In the example of the Stanford Prison Experiment, the leader of the research decided to play a part in the experiment. The experiment was to put 18 males in a fake prison, 9 as prisoners and 9 as wardens. When the research leader decided to take part in the experiment, he gave himself the role of the prison superintendent as throughout the experiment slowly realized that he was losing sight of the scientific aspects of the experiment and became one with his role. When during the experiment a colleague came and asked him about the scientific aspects about the research, he became frustrated and angry at him for distracting him from his job as a prison superintendent. He was no longer and researcher but lost himself. When we try to become less objective in our research of human behaviour, we tend to get over involved. So instead of studying human behaviour we become a part of it. This easily messes with the outcome of the experiments.
That was an example of what can happen if you become part of an experiment, the other known way to try and study human behaviour is by taking part in a culture. In this case, instead of observing human behaviour from afar, the observer takes part in the culture around them, they live with different families and do everything as though that was what they grew up with. Of course, there is a problem with this technique. When someone takes part in a culture, it is them same idea as having a visitor over at your house for a visit, and what do we do with visitors? We change. We always try to impress others and make ourselves look better when others are around. When someone takes part in another culture the people around them will try and, like us, make themselves look better. For example, if in a normal situation people in a village go have a nap around lunch time, that is what they do, however, if they have a guest, they will obviously try and stay up instead so as to not be impolite. The when the observer comes to write his findings, they will say that all the people in the village are in the square at lunchtime instead of napping because they changed their behaviour.
So, after looking at all these different ideas, if we should, and if we do study human behaviour it obviously has to different sides. When asking if we do study human behaviour, the ‘technical’ answer is no. We study what we think is natural behaviour but there is always going to be some form of bias of altered data because people will always try to conform to what they think the observer wants to see. So we do try to study it but it does not really work the way we want it to. The other part of the question asks if we should and I think in specific cases it make work but you need to look at the big picture. You can study human behaviour and look at patterns but each and every human is different, even if you study one person and look at cultures you can never make assumptions about anything. We can study human behaviour but it might not always be useful.