Well, it all depends on how you define progress. Here are a couple definitions I found:
"the development of an individual or society in a direction considered more beneficial than and superior to the previous level."
"developmental activity in science, technology, etc., esp. with reference to the commercial opportunities created thereby or to the promotion of the material well-being of the public through the goods, techniques, or facilities created."
Now, the first implies that progress is a development that is "considered more beneficial," which does not mean that everyone agrees with that claim. It means that the dominant culture of society considers it beneficial, not necessarily everybody. For example, when the French Revolution occurred, a lot of people benefited and received rights, but a minority (the nobility, who I realize it is difficult to feel sorry for) got screwed. If you agree with the conflict theory of social change, then social change will inevitably lead to winners and losers, and "progress" certainly isn't beneficial to the losers.
The second definition is more specific, but I think it's actually more useful because it shows modern, Western society's bias in assigning the term progress. Here, progress is improvement in material well-being. That says a lot on it's own. What about social, mental, or spiritual well-being? They aren't included, what we call progress is an improvement in the public's economic position. Marx's view of the progress made in the transition from feudal to capitalist society fits in here well. He acknowledges that the proletariat are actually in a better economic position as workers then they were as serfs, but he says they are socially alienated from their work and their fellow workers. He also says that though everyone's position will improve in capitalist society, inequality will also increase, so the relative position of the poor will be even worse than before. It's not just Marx either, plenty of people view economic and technological "progress" as detrimental to their way of life.
I think ASM is right on some accounts. Progress is a subjective word, we cannot say whether it is inherently good or bad, because someone is (almost) always going to be hurt by what society considers progress. As for empirically testing whether progress in it's entirety is beneficial or not, I wish you luck, that's an extraordinarily vast sociological undertaking.
If you want a source, read Capital by Karl Marx, or The Division of Labour in Society by Emile Durkheim. I'd like to point out that though Marx is of course a famous socialist, it is not only socialists that take this view of what we call "progress," but in fact many other sociologists, such as Durkheim, who is actually considered to be conservative in some aspects.
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