Michael Rosholm and Lars Skipper, "Is Labour Market Training a Curse for the Unemployed? Evidence from a Social Experiment", Journal of Applied Econometrics, Vol. 24, No. 2, 2009, pp. 338-365. The data used in this paper are the property of SFI, the Danish National Centre for Social Research, who do not permit open access. Hence the data cannot be lodged here. The data are held at Statistics Denmark (Danmarks Statistik, Sejroegade 11, DK-2100 Copenhagen Oe, dst@dst.dk), to whom enquiries concerning access should be addressed. The project number under which the data are held is 702004. SAS programs for extracting the data are available under this project number, as are GAUSS computer codes used in the estimations. Lars Skipper ls [AT] akf.dk AKF, Danish Institute of Governmental Research