Thank you for this discussion. I think I know where my problem was.
The command "gsample" can select strata based on different variables. Therefore, I thought I had to define three different stratum variables. But the solution should be more simple.
There are 12 strata in total (the large firms with high intensity in sector 1, the small firms with high intensity in sector 1, and so on) with each firm in the sample falling in to one of the strata.
All I have to do is creating a variable "strataident" with values from 1 to 12 identifying the different strata. I do this for the population dataset, so the number of firms falling into each stratum is representative for the population. The following code will provide me a stratified random sample that is representative for the population.
gsample 10, percent strata (strataident) wor
This command works as well and is much easier, see the example in 1:
gsample 10, percent wor strata(size sector intensity)