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In Macbeth's solliloquy in Act 2.2, Macbeth himself identifies the dagger as a "dagger of the mind."
When Macbeth sees the dagger seeming to float in front of him, he tries to grab it.
Come, let me clutch thee.
I have thee not, and yet I see thee still.
He can't touch it, but he still sees the dagger before him. He wonders if the dagger is "sensible to feeling as to sight."
Art thou not, fatal vision, sensible
To feeling as to sight? or art thou but
A dagger of the mind, a false creation,
Proceeding from the heat-oppressed brain?
Is it just stress that causes his brain to create the dagger? Macbeth says the dagger looks as "palpable" - or able to be touched or felt - as the real dagger he now draws. Still, he says his eyes are "fools o' the other senses." Either his eyes are fooling him to tell him the dagger is real, or his other senses which tell him the dagger is not real are wrong.
Macbeth then sees that the "fatal vision" has drops of blood on it. He finally dismisses the dagger as a vision indeed as he says:
There's no such thing:
It is the bloody business which informs
Thus to mine eyes.
He concludes that the bloody plot to kill the King has caused him to hallucinate. After that, Macbeth says no more about the dagger as though it's completely disappeared. He continues to ponder the darkness and evil of the night until Lady Macbeth signals with a bell that it's time to murder the King.
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