You are apparently merging an IR file with an HR file. The HR file has one very long record per household. It is much easier to merge the IR file with the PR file, which has one record per household member, as follows. Open the IR file first, then gen hv000=v000; gen hv001=v001; gen hv002=v002; gen hvidx=v003; sort hv000 hv001 hv002 hvidx; save as temp.dta, replace. Then open the PR file; sort hv000 hv001 hv002 hvidx; merge hv000 hv001 hv002 hvidx using temp.dta.

However, you do not even have to do this. v457 in the IR file is the woman's anemia level. It's not necessary to do ANY merging. For each woman, you can also get the anemia levels of her children (up to 6 children born in the past five years) with hw57_1 through hw57_6. Here the subscripts refer to the woman's children. In the HR file, the subscripts refer to the line number in the household survey.