The Pulpit Commentary on Psalms 2:4

The Pulpit Commentary · Joseph S. Exell and contributors · Public domain

He that sitteth in the heavens shall laugh. God "laughs" at the vain and futile efforts of man to escape from the control of his laws and throw off his dominion (comp. Psalms 37:13; Psalms 59:8). It is impossible that these efforts should succeed.

Men must obey God willingly, or else unwillingly. The Lord (Adonay in the ordinary Hebrew text, but a large number of manuscripts have Jehovah) shall have them in derision. "Laughter" and "derision" are, of course, anthropo-morphisms.

It is meant that God views with contempt and scorn man's weak attempts at rebellion.

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