Self-selection by more food-needy households into the Supplemental Nutrition Assistance Program (SNAP, formerly called the Food Stamp Program) makes it difficult to observe positive effects of the program in survey data. This study investigates self-selection and ameliorative program effects by examining households¿ food security month by month for several months prior to initial receipt of SNAP benefits and for several months after joining the program. Food security is observed to deteriorate in the 6 months prior to beginning to receive SNAP benefits and to improve shortly after. The results clearly demonstrate the self-selection by households into SNAP at a time when they are more severely food insecure. Charts and tables.