This paper discusses the advantages and disadvantages of using administrative data for longitudinal research, focusing on loss to follow-up. Comparisons between research relying on primary data collection and that using data bases are made. After development of a suitable framework, follow-up in several well-known projects based on primary data collection (the Seven Countries project on coronary heart disease, the Massachusetts research on long-term care and the Pittsburgh clinical trial of tonsillectomy) is compared with follow-up using the Health Services Commission data base in Manitoba, Canada. Overall follow-up in the Manitoba research compares favorably with participation and follow-up rates in other studies based on primary data collection. Initial nonresponse and nonlocation are major problems with studies using primary data; failure to locate earlier respondents in subsequent waves results in a wide range of overall response rates. Data bases do not require researchers to contact individuals and hence follow-up is simplified. Eight year follow-up rates in the Manitoba data base are almost always over 80% and often over 90%. Because records can be flexibly summarized for each individual over time, data bases facilitate certain types of longitudinal studies which would be difficult, if not impossible, to perform using other methodologies. If the desired data are available and recorded with acceptable accuracy, administrative data banks hold considerable promise for the health care researcher.