How campaigns shape voters' decisions is central to the study of political behavior. The basic conclusion is simple: campaigns matter. While we know who campaigns influence, there is no clear empirical evidence of why or how campaigns matter. This comes from two things. First, despite different theories about campaigns, the existing studies measure the campaign as a function of time. Second, these studies ignore the individual-level psychological mediators of these effects. We know that there are differences across time during a campaign, but we do not know how or why. In this article I suggest that campaigns work by altering voters' uncertainty about the candidates and combine aggregate and individual-level data using a hierarchical logit estimated via Markov chain Monte Carlo methods. I find that voters change how they weigh their attitudes during the campaign because of changes in their uncertainty about the candidates.