and you react negatively, the reaction is probably less "I'm not good," and more "I'm so good at shooting that I am shocked and bothered that it didn't go in." I don't think reactionary players get down on themselves in the sense that they are losing confidence. I think they get angry with themselves for not living up to who they know they really are.
When a player drops his head and stops playing defense as a result because he is fixated on the miss, then yes, you have a problem. But if in warmups or when a timeout is called you see a player react negatively to poor shooting, I don't think you have much of an issue with confidence.
But I'm sure freshmen playing with huge crowds for the first time are a little more embarassed, even in warmups, with misses. That just takes time.