I have three dta files for three sectors of an economy (and these are the only three sectors that constitutes the country): rural, urban, and semi-urban. Each of the files has 3000 observation. I have to run this OLS regression:
log(wage)= a+ summation b(sectors)+c(hhsize)+errors

where summation implies summation of sectors running from 1 to 3 and b represents their respective coefficients

Since it is a categorical variable the final results will have only 2 categories.

The catch is I have to run this equation at the national level but without loading the data for all sectors at one go, that means I cannot have more than 3000 observations when I am trying to run this equation at the national level which means appending is not to be done explicitly. This is a programming task that I have to accomplish. Please help!