How to reindex_axis Pandas Panel to MultiIndex

Question

I have a 3D panel data. I am unable to reindex it to a multi index along level 2.

I have created the multi index 'mind'.

import pandas as pd

mind = pd.MultiIndex.from_arrays([['Consumer,Cyclical','Industrial','Software'], ['Retail','MiscellaneousManufactur','Technology'], ['AZO','AZZ','AZPN']],names=['sec','sub','ticker'])

dfclose = pd.DataFrame([[1.1,2.1,3.1],[1.2,2.2,3.2]], index=['2013-09-02','2013-09-03'], columns=['AZO','AZZ','AZPN'])
dfmean = dfclose - dfclose.mean()

pdata2 = pd.Panel({'close':dfclose, 'mean':dfmean})
pdata2.minor_axis.name='ticker'
pdata3=pdata2.reindex_axis(mind,axis=2,level='ticker')

But the pdata3 is not getting mapped to the new multi index and giving NaN.

Answer 1

This appears to be a bug in 0.12 (and will be fixed in 0.13).
A workaround is not to reindex after, but to use the MultiIndex when creating dfclose:

dfclose = pd.DataFrame([[1.1, 2.1, 3.1], [1.2, 2.2, 3.2]],
                           index=['2013-09-02','2013-09-03'],
                           columns=mind)
dfmean = dfclose - dfclose.mean()
pdata2 = pd.Panel({'close':dfclose, 'mean':dfmean})
pdata2.minor_axis.name='ticker'

In [11]: pdata2.iloc[0]
Out[12]: 
sec         Consumer,Cyclical               Industrial    Software
sub                    Retail  MiscellaneousManufactur  Technology
ticker                    AZO                      AZZ        AZPN
2013-09-02                1.1                      2.1         3.1
2013-09-03                1.2                      2.2         3.2

Another option is to just use a DataFrame:

In [12]: pd.concat([dfmean, dfclose], axis=1, keys=['dfmean' ,'dfclose'])
Out[12]: 
                       dfmean                                                 dfclose                                       
sec         Consumer,Cyclical               Industrial    Software  Consumer,Cyclical               Industrial    Software 
sub                    Retail  MiscellaneousManufactur  Technology             Retail  MiscellaneousManufactur  Technology  
ticker                    AZO                      AZZ        AZPN                AZO                      AZZ        AZPN 
2013-09-02              -0.05                    -0.05       -0.05                1.1                      2.1         3.1  
2013-09-03               0.05                     0.05        0.05                1.2                      2.2         3.2