This is a pretty good analysis about how and why the pollsters got it wrong, courtesy of our favorite bunch of quants over at FiveThirtyEight:
Why Pollsters Think They Underestimated ‘No’ In Scotland | FiveThirtyEight.
The final numbers are fascinating and I am particularly enamored of the “Shy Tory” argument, which basically says they want to side one way but don’t want to be seen siding that way because of all of the passion on the other side. It’s a very good argument. Anyone who has ever been around elections understands it. Nate Silver expands the thought.

The Scottish Parliament building, a fascinating piece of modern architecture that stands out like a sore thumb against a backdrop of old Edinburgh.
In the aftermath of the Scottish vote, I feel compelled to roll my eyes at all of the “fake Scots” in the U.S. who are such dedicated separatists, who blame the English for the tragic history of the Scots peoples, who beat their breasts about the terrible oppression at the hands of the English overlords for so many years.
And then they quote Burns. And have a wee dram and toast to “The Forty-Five” and refight the Battle of Culloden and vow that they will take up arms in the next Jacobite rising.
But here’s the thing: isn’t that just a bunch of romanticized twaddle? Haven’t there been two or three too many viewings of “Braveheart” in this camp?
Don’t get me wrong, I love Scotland. Edinburgh is one of the most fascinating cities in the world. I would go back any day of any week, if I could. But, I’m also a practical Unionist and a lover of London as well.

Your faithful correspondent, mugging for the camera on Calton Hill, Edinburgh, in 2010. From my attire and from the sky, can you guess it is the middle of summer?
It seems to me that in 2014 the world is so intertwined that to separate one part of a major power and become a small power unto yourself seems a disaster waiting to happen. What about currency? And border patrols? What about taxes, the national health scheme, compulsory education, state-sponsored higher education, bank regulations, environmental regulations, the Navy, the power grid, elections, separation of powers — or not, weights and measures, language? The list is endless.
And, ultimately, that’s what those “Shy Tory” voters realized. It sounds good in a ripping good speech, but when you have to live it, well, let’s be prudent about it. To those abroad that are “sad for Scotland,” I say this: the people of Scotland voted. Overwhelmingly they said “nay.”
And, of course, I will remind those American Scots, pining away for a life in a motherland that they do not know and probably have never set foot in, of some other words of Robbie Burns: The best-laid schemes o’ mice an’ men gang aft agley.
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