Besides simply claiming credit for positive outcomes, which might simply be self-serving bias, people exhibiting egocentric bias also cite themselves as overly responsible for negative outcomes of group behavior as well (however this last attribute would seem to be lacking in megalomania).

This may be because our own actions are more "available" to us than the actions of others. See availability heuristic.

Michael Ross and Fiore Sicoly first identified this cognitive bias.

See also: list of cognitive biases, attributional bias.

References

• Ross, M. & Sicoly, F. (1979). Egocentric biases in availability and attribution. Journal of Personality and Social Psychology 37, 322-336.