LGBT Data Inclusion Act This bill requires federal agencies that collect information through a survey that includes demographic data (where subjects self-report information or a proxy provides information about the subject or responds for all persons in a household) to establish data standards that require: a determination of which existing data sets exclude information about sexual orientation and gender identity; an identification, and a use, of appropriate methods to include questions on sexual orientation and gender identity in surveys that facilitate categorization and voluntary participation and that preserve privacy and confidentiality; and a routine assessment of needed changes in survey methods related to asking such questions. Agencies that publish reports relying on survey demographic data must include information on sexual orientation and gender identity. Individuals shall not be: (1) required by this bill to disclose their sexual orientation or gender identity to an agency; or (2) subjected to fines or penalties for refusing to answer, or providing a false answer to, any survey question regarding gender identity or sexual orientation. Nothing in this bill shall be construed to permit the use of such collected information in a manner that would adversely affect an individual.