This paper describes data collection and analytics challenges at the sub-national level related to measuring SDG indicators and the attribution of government expenditure to the SDGs. The analytical work assessed the quality of sub-national data using Demographic and Health survey (DHS) and its suitability for analysing the impact of local government expenditure on SDG indicators in the Philippines. Our findings suggest that national level surveys lack sufficient granularity to allow for a reliable and accurate measurement of progress over time at the subnational level. In addition, many of the SDG indicators could not be approximated at the local government level. At the same time, data on local government expenditure are in many cases too aggregated to be able to identify causal effects of education or health expenditure. In a best-case scenario, a design of multipurpose household surveys representative at the subnational levels would allow for timely collection, analysis and monitoring of progress over time and would allow for a more tailored modules that focus particularly on the measurement of SDG indicators. At the same time, the creation of data ecosystems at the municipality level through open data portals would enable the timely collection of government expenditures.