Sixteen days from now, my family and I will board a plane for New Zealand. Not for a vacation — but to live and work for the next 12 months or so. It’s spontaneous, it’s exciting, it’s new, and it’s something I’ve always wanted to do. Sounds awesome, right? Yes!

But it’s also completely terrifying. Big changes are unpredictable. They’re daunting. But that doesn’t mean you shouldn’t make them.

My family’s choice aligns with a simple theory of the economist and co-author of “Freakonomics” Steven D. Levitt: People who aren’t sure about uprooting their lives probably should. “As a basic rule of thumb, people are too cautious when it comes to making a change,” he told a reporter for The Atlantic.

He tested this theory in his latest study. Mr. Levitt asked participants who were undecided about a major decision to flip a virtual coin. Heads, they go ahead with the change. Tails, things stay the same.