Prismattic comments on I've had it with those dark rumours about our culture rigorously suppressing opinions - Less Wrong Discussion
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A Google Scholar search for "ethnic diversity welfare state" will turn up a ton of links, but the specific evidence I had in mind is the graphs you can see here.
At a glance, "ethnic diversity" looks more like 'a history of one internal ethnic group imposing its will on another by force'.
The first Google result for your terms may cast doubt on this -- I can't tell right now -- but it definitely minimizes the effect, in Europe, of increasing diversity (whatever that means).
Well, this certainly leads me to change my view, but perhaps not in the way you think.
At first I doubted this evidence (and I still wonder how much of it people could replicate). I would expect contact with different people to reduce fear of outsiders. Indeed, Putnam suggests as much and this later source confirms it -- having neighbors from a different ethnic group increases inter-group trust. Yet the same sources claim that an ethnically diverse neighborhood reduces trust in 'hoods and neighbors. I didn't get the impression that racial prejudice started out strong enough to explain this, though I could be wrong.
I think y'all may have buried the lede here. If these and the other results you quoted hold, then maybe all altruism comes from tribal instincts and ethnic diversity interferes with our evolved tribal sense (until the mental categories change, about which more in a second). This might explain the greater participation in marches and reform groups. The loss of a tribe leads to desire for a new one.
Note that the original claim said, "Too much ethnic diversity kills liberal social democracy." This seems false and certainly contradicts Putnam (see sibling comment), who gives historical reasons for thinking these effects will vanish in the long term.
In the narrow matter of support for a welfare state, the source I found earlier purports to show that ethnic diversity as such has little to no effect.
I obviously think he is wrong.
I think that's the point. When you have ethnic diversity in single society or state, one group always does better than others and the others will resent it its success.