This is a pretty new science, and there is a lot of considerable debate as to the validity of the ethnicity results put out by the various testing companies or other online tools where you can test the raw data yourself.

See:
http://www.legalgenealogist.com/blog/2013/10/27/those-pesky-...

Pretty good blog post on how there is very little science to back them up.

And remember, paper research show nice, clean, even inheritance. DNA is random and does not follow predicted patterns sometimes. It can take as little as 3-4 generations to have inherited absolutely no DNA from an ancestor if you were incredibly unlucky in the DNA inheritance gamble. I can tell you from my own chromosome analysis (something you cannot do at Ancestry -- need to upload your data to another company or website to do this) that I got more DNA from my paternal grandfather than my paternal grandmother when looking at the matching segments from me to my paternal grandmother. So go back one further generation and I am already "off" whatever paper predictions on the proportion of ethnicity I inherited from those branches.

Elizabeth