This is the way we develop conviction – by bringing God’s Word to bear on specific situations that arise in our lives and determining God’s will in that situation from the Word.
We must have conviction that it is God’s will that we seek holiness – regardless of how arduous and painful the seeking may be. And we must be confident that the pursuit of holiness results in God’s approval and blessing, even when circumstances make it appear otherwise. (The Pursuit of Holiness, pp. 87 and 142)