Let's analyse a situation, you have a data set and you have something, what looks like the matching shape file, you think cheerfully that the data set will fit to the shape file like a hand to the glove. Unfortunately, life isn't so easy. Some shape files aren't updated regularly, it is common that administrative districts with low population density are joined to the
neighbouring districts. It is worth to compare the number of districts in your data sets with the shape file. If you see any gap, try to find information about changes, so you will know which districts should be merged.