Patrick Hummel and R. Preston McAfee, "Loss Functions for Predicted Click-Through Rates in Auctions for Online Advertising", Journal of Applied Econometrics, Vol. 32, No. 7, 2017, pp. 1314-1328. There are three different sources of data used in this paper. The first two were generated using the simulation procedures described in Section 5. Each of these data sources consists of 60 rows of data corresponding to each of the 60 simulations used in creating Tables 1 and 2. These data sources also contain five columns corresponding to the values of lambda, the number of missing features, the misspecification errors, the changes in logit(pCTR), and the percentage efficiency increases. The last data source is confidential Google data that are used in Section 6. These data are only available to full-time Google employees and are sufficiently sensitive that the first author of the paper (Hummel) was not allowed to share the data with his co-author (McAfee) because McAfee does not work at Google. Any individual who wishes to use these data will need to first become a full-time Google employee by applying for employment at Google through any of Google's public job listings. The generated data are contained in the ASCII files data1.csv and data2.csv, which are zipped in the file hm-data.zip. Unix/Linux users should use "unzip -a". Please address questions to the corresponding author: Patrick Hummel Google Inc. 1600 Amphitheatre Parkway Mountain View, CA 94043 USA