Tucker Carlson has this report from spinmeister extraordinaire Frank Luntz:
Just about every election night, Republican pollster Frank Luntz assembles a focus group of likely voters to help predict election results. Tonight you can see Luntz interview an assembly of Massachusetts voters on Fox at 9:10 p.m. EST.I'd say this is either a really bad sign for Martha Coakley or a really good sign. The way in which it could be a really bad sign is obvious. But how could it be a really good sign?
But you probably won’t see all the work that went into it. As of late this afternoon, Luntz was still scrambling to balance his focus group with supporters of Democrat Martha Coakley. “I just lost another one,” Luntz growled over his cell phone from a hotel ballroom at Logan Airport. In the last 24 hours, six Coakley voters have dropped out. By contrast, Luntz hasn’t lost a single supporter of her opponent, Scott Brown.
The problem isn’t money. “They’re getting paid well,” Luntz says, “probably more than they’re making at their jobs. And they still don’t want to do it.”
Instead, says Luntz, they’re ashamed. “They don’t want to be on television defending Martha Coakley. It’s passé. It’s socially unacceptable. I never dreamed I’d see Democrats in Massachusetts embarrassed to admit they’re Democrats.”
Because Luntz isn't having trouble finding Coakley voters so much as he's having trouble finding Coakley voters who are willing to go on camera and talk about their candidate. And if people aren't willing to go on camera and talk about their candidate, they also might not be willing to talk to a pollster about their candidate. If there is non-response bias in the polls, which is basically the way that Coakley wins this, then this sort of anecdote that would be archetypal of that.
See also: Shy Tory factor.