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// Append both files from the start
use file1,clear
gen file = 1
append using file2
replace file = 0 if file == .
// File 1
xtile xq1 = x if file, nq(5)
egen yq1 = xtile(y) if file, by(xq1) nq(5)
// File 2
pctile xcut = x if file, nq(5)
xtile xq2 = x if !file, cutpoints(xcut)
sort xq2
local xq2 = xq2[1]
pctile ycut = y if file & xq1 == `xq2', nq(5)
xtile yq2 = y if !file, cutpoints(ycut)
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*
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