The growing trends for political and economic integration within the European Union signal a need for improved cohesion of national data sets to allow for comparative cross-national research on socioeconomic topics. Difficulties in achieving comparability of variables and spatial bases can apply whether analysis is undertaken at the most macro level (that of entire nations) or at more micro spatial scales. In this paper we will discuss the methodological problems which can arise from comparative cross-border analysis by using small-area census data within Ireland (North and South) as illustration. As this analysis demonstrates, limited overlap between the specific variables in national data sets, different national contexts for socioeconomic indicators, and variations between data sets in the size of spatial units can all cause analytical problems at this spatial scale. In particular, scale mixing can potentially result in very misleading interpretations. Possible solutions to these problems are discussed, and policy recommendations are made in relation to microscale spatial data sets at the national, as well as at the pan-European, level.