Building on this answer:
be aware that you and your sister might show up with different ethnicities because of the random nature of inheritance -- she could show up as predominantly of Danish roots, and you as predominantly Scottish for example.
You should also be aware that the same person can show up with different ethnicity estimates if they test with different companies.
Judy G. Russell has discussed ethnicity estimates several times on her blog The Legal Genealogist -- one recent post in the series is "Still Not Soup". (The titles refer to an American TV commercial whose tag line was "Is it soup yet?")
Her posts explain the process of how the ethnicity estimates are made in plain, non-technical language:
[T]hey take the DNA of living people — us, the test takers — and they compare it to the DNA of other living people — people whose parents and grandparents and, sometimes, even great grandparents all come from one geographic area. Then they try to extrapolate backwards into time.
In other words, if your test comes back saying you have ancestors from Denmark, that is because the test company is comparing your results to a set of people whose family are known to have come from there during the timeframe used by the testing company -- that set of people is sometimes called a reference population or a reference panel.
AncestryDNA is notorious when starting out for having had problems with over-reporting that people had Scandinavian ethnicity. The tests are being refined but in my opinion, the ethnicity estimates are mostly useful for very technical users who can read the white papers and know the nuances of the test kits and reference populations which are being used. In her post "Ethnicity Testing – A Conundrum" from 10 Feb 2016, Roberta Estes says on her blog DNA Explained:
Today, about 50% of the people taking autosomal DNA tests purchase
them for the ethnicity results. Ironically, that’s the least reliable
aspect of DNA testing – but apparently somebody’s ad campaigns have
been very effective. After all, humans are curious creatures and
inquiring minds want to know. Who am I anyway?
She also says that:
Ancestry continues to have “a Scandinavian problem” where many/most of
their clients have a significant amount (some as high as the 30%
range) of Scandinavian ancestry assigned to them that is not reflected
by other testing companies or tools, or the tester’s known heritage –
and is apparently incorrect.
My advice to all people considering DNA testing is to:
- Understand that you may learn things you weren't expecting (e.g. that somewhere in your family tree, you may discover unexpected bio-parents -- sometimes called NPE for 'Non-Parental Events', which I prefer to parse as 'Not the Parent Expected').
- Have a clear idea of what you want to learn from DNA testing.
- Educate yourselves about what the tests can tell you, so you know whether
the test you are considering will give you the information you want to know.
- Understand that ethnicity estimates are only estimates and the process used by company A may not be the process used by company B -- and those processes are changing all the time.