Jesús Carro and Alejandra Traferri, "State Dependence and Heterogeneity in Health Using a Bias Corrected Fixed Effects Estimator", Journal of Applied Econometrics, Vol. 29, No. 2, 2014, pp. 181-207. The data used in this paper are the property of Institute for Social and Economic Research (ISER) at the University of Essex, which does not permit open access. Therefore, the data cannot be lodged here. However, the data are available upon registration at Economic and Social Data Service (ESDS). Information about the access process can be obtained from http://www.esds.ac.uk/aandp/access/access.asp. The data used correspond to the "British Household Panel Survey". Every year, a new wave of data is added to the study. At the time of writing, waves 1-16 were available. Information and description of the characteristics and contents of the database can be obtained from http://www.esds.ac.uk/longitudinal/access/bhps/L33196.asp or https://www.iser.essex.ac.uk/bhps. The complete reference of the data we use is: University of Essex, Institute for Social and Economic Research, British Household Panel Survey: Waves 1-16, 1991-2007 [computer file]. 4th Edition. Colchester, Essex: UK Data Archive [distributor], September. SN: 5151. The persistent identifier (DOI) of the whole dataset (including waves added after we did this wok) is: http://dx.doi.org/10.5255/UKDA-SN-5151-1 The analysis in the paper is based on data for 1991-2006 (waves 1 to 16). Each observation corresponds to one individual in one year. Observations with missing values for at least one of the variables used in the estimations were deleted prior to the analysis. The name and label of the variables used in our study are: wHLSTAT -- Health status over last 12 months wFIHHYR -- Annual household income (1.9.2007-1.9.2008) wFIEQFCB -- Household equivalence scale before housing costs wHHSIZE -- Number of persons in household wNKIDS -- Number of children in household wAGE12 -- Age at 1.12.year wMASTAT -- Marital status wQFACHI -- Highest academic qualification wRACE -- Ethnic group membership wSEX -- Sex. The rest of information about the data we use in each estimation is in the paper. Jesús M. Carro: jcarro[AT]eco.uc3m.es and Alejandra Traferri: atraferri[AT]uc.cl Jesús M. Carro Departamento de Economía Universidad Carlos III de Madrid C./ Madrid, 126 28903 - GETAFE (Madrid) Spain