With four DEM files downloaded by Python Elevation package, I merged them in QGIS 2.8.3.
I use raster-> Miscellanaous -> Input direction
, no more attribute was added.
The four dem data has the elevation range roughly from (-100,2000) meters.
But in the merged file, the data range was from -30000 to 2000 meters.
The data distribution are shown here: