Set to include daughter as female (4)
I believe the answer is:
lady
'female' is the definition.
(lady is a kind of female)
'set to include daughter' is the wordplay.
'set' becomes 'lay' (laying is a kind of setting**).
'to include' is an insertion indicator.
'daughter' becomes 'd'.
'lay' placed around 'd' is 'LADY'.
'as' is the link.
(Other definitions for lady that I've seen before include "See 20" , "Female peer" , "mature woman" , "Title for a knight's wife" , "Lord's wife - peeress's title" .)