Option to keep left/right join columns (or add _merge column) to merge() and concat()
Hello!

I just heard from a colleague that they're looking for the analogue of STATA's merge command (http://www.stata.com/help.cgi?merge) which generates a `_merge` column that includes a code which specifies in an outer join whether the row existed in the right table, the left table or both. I know you can hack your way around this by doing set operations on the join columns / indices or creating new columns, but there could be an argument for having this be included functionality if it could be done simultaneously during the merge or just for sheer convenience.

The use case specified was that after they merged, they were checking over the data to find inconsistencies and rows that should have been merged but somehow didn't.

Let me know if there would be any interest in this, and I could maybe have a first shot at implementing it.
