[To merge data sets in Stata]

I've always found Stata a bit clunky for working with data. Often ended up doing the majority of formatting in excel or access and importing into Stata. 

This website has a module on combining data sets in Stata. http://stats.idre.ucla.edu/stata/modules/

[Best academic website for Advanced Econometrics]

Try this: https://sites.google.com/site/hkimphd/teaching 

.pdf files are password protected. Its 'coolecon'

Should have some of what you're looking for. 

[Medical marijuana use as a PhD holder?]

Almost unheard of for a university to drug test grad student. Another poster gave a good example of a rare circumstance but that wasn't the school really.

Maybe a bit less in your field but you'd be surprised how many profs smoke occasionally. Somewhat hush hush but just go to the events where the profs have a few drinks with the grads and eventually it'll come up as people loosen.