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We analyze data from 36 commercial and government buildings that participated in a Demand Response (DR) program in California, to investigate the extent to which DR load shed in each building depends on outdoor air temperature, and whether the load shed varies systematically from year to year. Our baseline model has substantially lower error than other standard models but uncertainty in the load shed is still an impediment to addressing these questions. The model is accurate enough in 29 buildings to be used to investigate the relationship between outdoor temperature and the DR load shed, and data availability and accuracy are sufficient to investigate year-to-year persistence of load shed in 19 buildings. We find that for buildings in this dataset, most buildings shed several percent of their load during DR events. In about two thirds of buildings, higher outdoor air temperature lead to slightly reduced load shed. Year-to-year changes in load shed were generally small, except that in several buildings the load shed was small or nonexistent in the first year of participation in the program and increased subsequently.