One has the nationality where one is born. One can adopt another nationality, such as ones parents, but the issue with being Scottish is that it doesn't have its own national government but is part of a united kingdom. One doesn't really change going across the border. I would tend to agree that you may call yourself what you wish, but it may be difficult to convince the natives. Worthwhile trying though, as I understand it would increase the average IQ of both populations should you make it.