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Within those less conservative nations, it's the more conservative subset having more children however. In Germany, refugees, recent migrants and obscure evangelical sects have tons of children, everyone else has mostly one, with sizeable minorities having none or two. How would your model explain this? More conservatism on the national level causes lower birthrates, but at the level of broad social subgroups it causes higher ones? Doesn't make sense IMO.
Simpson's Paradox is a thing that shows up all the time.
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In group out group bias could explain it although I do not suggest that is the definite answer.
You are an outsider and conservative in another country. You see your community spread and grow. Feels good.
You are in your own country, you are already surrounded at all times by your own. You will be fine with the natural decline in fertility rate within your own country.
Other alternative would be that you primarily see that population boom among refugee groups not the wealthy immigrants from those countries which matches income relation to fertility.
In their own country with a larger population those conservative groups are a minority of the population as part of total, in a rich country with a far smaller population, they have a larger impact over the total.
3rd theory would seem more realistic as per my experience. In India there is a concept about how people who went abroad in the 70's or 80's appear to be more conservative than those that stayed in India from that time period. This is theorized to be primarily due to people retaining the culture they left with to another country, so they never had any natural changes in their cultural practices that they would have otherwise had over the years if they had remained in their own country.
So you have a cultural divergence. The Middle Eastern immigrant in the middle east is living according to the cultural values of the middle east now. The middle easterner in Europe is living according to the middle eastern values of whatever point in time they left which is their last true reference point.
Again, all hypothesis, it could be any of these or none of these or a combination.
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