"I'm a Laotian", " (It means you are a citizen of Laos by birth. )I have the Lao nationality or Lao citizenship " (It can be or may mean 'acquired'): is this the correct description if you come from Laos ?
'I'm Lao' also sounds fine to me. The dictionary definition also says it's an adjective, which is the form I would generally use- I would say British rather than a Briton to describe myself. You'll see it used here in names and as an adjective: Beerlao - Wikipedia, the free encyclopedia