IntroductionLinked administrative data sets are an emerging tool for studying the health and well-being of the population. Previous papers have described methods for linking Canadian data, although few have specifically focused on children, nor have they described linkage between tax outcomes and a cohort of children who are particularly at risk for poor financial outcomes.Objective and methodsThis paper describes a probabilistic linkage performed by Statistics Canada linking the Montreal Longitudinal Experimental Study (MLES) and the Quebec Longitudinal Study of Kindergarten Children (QLSKC) survey cohorts and administrative tax data from 1992 through 2012.ResultsThe number of valid cases in the original cohort file with valid tax records was approximately 84%. Rates of false positives, false negatives, sensitivity, and specificity of the linkage were all acceptable. Using the linked file, the relationship of childhood behavioural indicators and adult income can be investigated in future studies.ConclusionsInnovative methods for creating longitudinal datasets on children will assist in examining long-term outcomes associated with early childhood risk and protective factors as well as an evidence base for interventions that promote child well-being and positive outcomes.