Following is a response from Senior DHS staff member, Tom Pullum:
This is not a case-by-case merge. You need to "append" the files. The following Stata lines should work, although you may have to modify them somewhat. For example, in this survey the DV variables for women have the prefix "d", but the DV variables for men have the prefix "sdm" rather than "md", so I include a special line for them. It is possible that other variables need special re-naming.
use "KEMR8BFL", clear
gen sex=1
rename m* *
rename sdm* d*
append using "KEIR8BFL"
replace sex=2 if sex==.
label define sex 1 "Men" 2 "Women"
label values sex sex
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