Following is a response from Senior DHS Stata Specialist, Tom Pullum:
You must include the line number. The following lines will work (change the paths):
set more off
use e:\DHS\DHS_data\IR_files\NMIR61FL.dta, clear
rename v001 hv001
rename v002 hv002
rename v003 hvidx
sort hv001 hv002 hvidx
save e:\DHS\scratch\temp.dta, replace
use e:\DHS\DHS_data\PR_files\NMPR61FL.dta, clear
sort hv001 hv002 hvidx
merge hv001 hv002 hvidx using e:\DHS\scratch\temp.dta
tab _merge
_merge will be 3 for the women in the IR file; _merge will be 1 for the cases in the PR file who are not in the IR file. I never use the version of merge that has 1:1 or 1:m or m:1 or m:m. The older version will do everything you could possibly want to do and is more forgiving.
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