Article in June 2006 Chemical Engineer about project management included a paragraph about why the 'obvious' answer for improving management is training, but that most proves to be ineffective.
It states that for an individual or team to improve they need to improve knowledge, attitudes, skills and habits. The vast majority of training concentrates on knowledge and skills. People may well gain these, but if they do not change their attitudes or habits there will be minimal affect. The problems are even worse if people do not think they need training (i.e. being sent on a mandatory course). Lack of confidence can also be an attitude problem that means people continue to avoid using the skill even after the training.
In my experience, most training is done 'on the job.' This has many benefits, but needs to planned, controlled and verified. Unfortunately planning, control and verification are usually only carried out for formal training events (e.g courses).