Are religious people more ethnocentric?

Does loyalty to one group you belong to predict loyalty to other groups?  I suspect that religious people are also more likely to value their ethnicity.  The General Social Survey (GSS) asked people how important their ethnicity is to them with answers ranging from unimportant (1) to very important (4). 

I categorized people as not religious if they attend religious services no more than once per year. All others I lumped into the religious group. The means for thinking ethnicity is important to you are listed below--the means for the religious in parentheses, the means for the irreligious without parentheses (sample size = 2,110)

"My ethnicity is important to me"-- means

American Indian  3.50  (3.50)
Black  3.47  (3.53)
Chinese  3.40  (3.75)
Mexican  3.22  (3.47)
Puerto Rican  3.19  (3.60)
Italian  2.85  (2.72)
Jewish  2.76  (3.26)

Total  Sample  2.60  (2.84)

Scottish  2.55  (2.44)
Irish  2.45  (2.60)
German  2.35  (2.50)
Swedish  2.29  (2.67)
Russian  2.25  (2.95)
English/Welsh  2.21 (2.50)
Polish  2.13  (2.67)

For most of the ethnic groups, ethnocentrism is higher for the religious group. The differences are generally not large but look, for example, at how religious Swedes are almost as ethnocentric as secular Jews.

The difference at the extremes is large: the gap between religious Chinese Americans on the high end and the irreligious Poles on the bottom is well over one standard deviation. The typical Chinese person who goes to church says his ethnicity is 'moderately' or 'very important.' Compare that to the average Polish American who is not religious: he says his ethnicity is 'slightly important.'