Administrative data are considered the “gold standard” when measuring program participation, but little evidence exists on the potential problems with administrative records or their implications for econometric estimates. We explore issues with administrative data using the FoodAPS, a unique dataset that contains two different administrative measures of Supplemental Nutrition Assistance Program (SNAP) participation as well as a survey-based measure. We first document substantial ambiguity in the two administrative participation variables and show that they disagree with each other almost as often as they disagree with self-reported participation. Estimated participation and misreporting rates can be meaningfully sensitive to choices made to resolve this ambiguity and disagreement. We then explore sensitivity in regression estimates of the associations between SNAP and food insecurity, obesity, and the Healthy Eating Index. The signs remain the same regardless of the SNAP participation measure used, and the coefficient estimates are in most cases not statistically different from each other. However, there are some meaningful differences in the magnitudes of the estimates and their levels of statistical significance.