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Below is the solution I propose. The first part is me creating a fake data set that fits your description and helps exemplify what will happen when the idea is implemented. It has a variable found across data sets and one that is only found in kellywitco. For caution I named my files statedataepg and kellywitcoepg, you will have to eliminate the epg component at the end of the file name to implement the solution. The solution is just the last two lines of what I present below: ***************************************************** ***************** FAKE DATA ************************* ***************************************************** quietly { clear set obs 129 gen year = _n + 1879 expand 50 bysort year: gen state = _n generate landline = 0 label var landline "mean # of landlines per household" replace landline = .5 if (year >=1892 & year <1900) replace landline = 2.5 if (year >=1900 & year < 1999) replace landline = .5 if  year >=1999 sort state year save statedata3, replace keep if year>1974 generate modern = runiform() label var modern "only in second data" save kellywitco2, replace clear use masterepg save statedataepg, replace clear }

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