Agile/XP is a hodgepodge of methodologies and approaches to software development, plus the usual empty phrases any software engineering practice seems to carry with them (at least it’s not on a level with the ol’ Unified Process in this regard).
I could see some good scientific studies done on individual parts, e.g. TDD or pair programming, but anything else would be a rather blurry definition. (I remember some TDD studies been done, but if I remember correctly both the approach and the conclusions were a bit weird).