I think the warning is related to the fact that the weight variable is hv005 in the household file and v005 in the KR file. The KR file includes some children who are not in the PR file (because they have died or are not living with their mother (and for them hv005 will be missing in the merge). The PR file includes some children who are not in the KR file (because their mother is not in the household and they are missing in the merge). I am pretty sure that the error message simply reflects that. You could check which values are missing with something like "summarize hv005 if hv005<=0 | hv005==.".