The aim is to understand causal effects of gender, socio-economic status, and ageing on body mass index (BMI) of individuals in three industrialized countries which are characterized by different BMI distributions. Data comes from three large population representative panel surveys in the USA, Switzerland, and Germany including about 65 000 individuals and 254 000 measurements. Individuals report up to eleven times, measured annually (Switzerland) or bi-annually (USA and Germany). We use fixed effects models to interprete causal effects and random effects models to estimate coefficients of time invariant covariates. We find that not working increases BMI in the US and Germany, in women, and in lower educated individuals. A higher income increases BMI in men and in the US. Ageing is the driving force in all countries, in particular in Germany. Women increase their BMI faster than men, and the lower educated faster than those with a higher education. We conclude that the generally more deprived individuals (women, not working, lower educated, people from less affluent countries) suffer from a comparatively stronger BMI increase over their lifetime.