The ecological fallacy is the assumption that empirical relationships observed at the group level generalize to individuals within the groups, and vice versa, without empirical evidence supporting this assumption. When international data are analyzed, relationships can be uncovered not only at the student or school-levels, but also at the national-level. And the factors that explain differences between nations do not necessarily provide any information about the relationships between schools or students within those nations, or vice versa. Using data from TIMSS, several examples illustrating this point are presented, and the implications for comparative education research are discussed.