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Pammy is Daisy's and Tom's daughter.

Like wealth, having a baby is part of the American dream.  Daisy is more interested in the idea of having a baby than the baby itself.  A nurse handles the baby, and she seems mostly indifferent to the baby’s needs.  The girl is just a toy, or a diversion.

Then she remembered the heat and sat down guiltily on the couch just as a freshly laundered nurse leading a little girl came into the room. (ch 7)

Daisy calls her “bles-sed pre-cious” and says she loves her, and the baby runs to Daisy.  Almost as soon as she calls her to come, Daisy tells her goodbye and her “well-disciplined child” returns to her nurse.  Gatsby is shocked, and seems to not have “ever really believed in its existence before” (ch 7).

  Daisy says she loves Pammy, but she does not even seem to think about her when she is not brought in the room.  The nurse handles everything.