Identifying online users' contexts can help researchers understand their needs. However, the validity of different methods for identifying the location of online users has been underexplored. This paper proposes using multiple methods and examining their impact on different research questions to determine their validity. It then demonstrates this approach using data from six Massive Open Online Courses (MOOCs) by examining whether different methods produce different results regarding the relationship between SES and participation and engagement in MOOCs. We found that the choice of method impacted the estimated SES of the sample; IP geolocation placed participants in lower SES districts in comparison with their self-reported districts. Using all geolocation methods, we found that our MOOCs' learners tended to be located in high-SES districts, but the results were inconclusive regarding the relationship between SES and course engagement. Based on this case study, we suggest that using multiple methods produces more robust findings. However, when methods diverge in findings, researchers should consider which method is most suitable for their specific purposes.