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I completely understand why people used to do it. It does have an effect, it just doesn't improve your fitness for running longer distances.
If you run around with a heavy foot, your hip flexors and hamstrings have to work noticeably harder on lifting with each step. Once you're accustomed to it, you take the weights off and run some more, but your muscles are still using the extra fibers they had to recruit earlier. Ergo, you're going to put more power into every step and probably run faster, assuming it didn't tire you out too much. Running with weights is a legitimate training method for the short and fast stuff because those events are all about recruiting as much muscle as possible. (but still not ankle weights. They have vests and other weights you can wear around your thighs that won't shred your knees)
The reason it doesn't make you a better long distance runner is because distance running isn't about power; It's about efficiency. Your body doesn't know what a pound is or what a mile is, it only knows how much blood it has to deliver to your muscles to keep them from dying. If you run with weights you'll either slow down to accommodate them, or run harder to maintain your normal speed, in which case the benefit won't be any better than simply running faster without the weights.
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