The same situation applies to the soul. We know we have a soul. We feel it. It is that part of us that is eternal and exists in a vibrational dimension that is a different frequency than the material world. How can researchers prove something that is in a different dimension that the laboratory setting can encompass?
Dr. Ian Stevenson, in his research-based book 20 Cases Suggestive of Reincarnation, performed studies with children and others who remembered past lives, employing a team of scientists. They investigated these findings thoroughly and came up with the closest thing to hard evidence that is possible. It is worth looking through because he uses the scientific method with integrity.