Unlike continuous NHANES (1999-2016), NHANESIII survey and linked mortality follow-up data are not available at cdc.gov as SAS transport files (easily read into Stata).There are several steps to loading the NHANES III text data files and saving them as permanent Stata datasets. To import NHANESIII data into Stata after downloading from CDC's website, use the instructions found in the NHANES tutorial at this link. An infile statement and data dictionary are required.
http://www.cdc.gov/nchs/tutorials/NH...ask3_III_c.htm
http://www.cdc.gov/nchs/tutorials/NH...ask3_III_c.htm