MIDUS Study participants were asked how closely do they identify with their 1) ethnicity and 2) race; how much do they prefer to be with their own 1) ethnicity and 2) race; how important is it to marry someone of the same 1) ethnicity and 2) race; and how closely do they identify as an American.
I calculated the Pearson correlations for each possible pair of questions for whites only (sample size = 4,075). All of the 21 correlations are positive, and the average is .30 which indicates a moderate, positive relationship. The strongest correlations are among the ethnicity items (around .60), and also among the race items. The weakest correlations are between the American question and other measures. The vast majority of study participants identify strongly as Americans so the lack of variation reduces the correlations.
Bottom line: whites either tend identify with groups at all levels or no groups at any level. To put it in exaggerated terms, ethnicists are racialists are patriots. Individualists are individualists are individualists.