Following is a response from Senior DHS staff member, Tom Pullum:
I don't know for sure which Colombia survey you are using. I will insert below some Stata lines for this merge using the 2015-16 survey. I construct variables "in_PR" and "in_KR", which I sometimes find helpful for diagnosing problems with a merge. This program seems to work fine. It matches 11,231 children in both the PR and KR files.
*KR PR merge using Colombia 2015-16
* Specify workspace
cd e:\DHS\DHS_data\scratch
* prepare PR file
use "...COPR72FL.DTA" , clear
gen cluster=hv001
gen hh=hv002
gen line=hvidx
* This survey does not contain hw1. Reduce to children 0-4 years, plus an extra year
* for possible age discrepancies
drop if hv105>5
gen in_PR=1
sort cluster hh line
save COPRtemp.dta, replace
* prepare KR file and merge
use "...COKR72FL.DTA" , clear
drop if b16==0 | b16==.
gen cluster=v001
gen hh=v002
gen line=b16
gen in_KR=1
sort cluster hh line
merge cluster hh line using COPRtemp.dta
tab _merge
tab in*,m