Matthew Harding and Carlos Lamarche, "Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences," Journal of Applied Econometrics, Vol. 32, No. 2, 2017, pp. 342-358. The data used in this paper are all Nielsen Licensed Materials provided by the United States Department of Agriculture (USDA) and shared with the authors as collaborators. The authors may not host or distribute the Licensed Materials through the Internet or any other medium. Hence the data cannot be lodged here. The data are held at Duke University by Matthew Harding, to whom enquiries concerning access should be addressed. In this paper, we restrict attention to single-person households. The sample includes 6326 female consumers and 2839 male consumers observed during 12 months in 2010. The data records all purchases at the UPC level for a large sample of nationally representative households. Purchases are made in a variety of supermarkets and grocery stores and are meant for at-home consumption. Each purchased product is uniquely identified through its Universal Product Code (UPC), a barcode, which is scanned at the point of sale. We focus on six of the most essential (and salient) nutrients consumed per month: total fat, salt, sugar, cholesterol, protein, and carbohydrates. The data include the gender, race, income, and education of the head of household. Matthew Harding matthew.harding [AT] duke.edu