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Hi, I created a for loop and generate an output which is a dataframe. However, I can't append the output to the input dataframe. Can you help to figure out what's wrong with the following codes?

Python
df0 = pd.DataFrame()
range1 = df_ssALL['a'].unique()
range2 = df_ssALL['b'].unique()
for i in range1:
    for j in range2:
        record = df_ssALL.loc[(df_ssALL['a']==i)&(df_ssALL['b']==j)]
        if len(record)<2:
            continue
        endog = record['feature1']
        exog = sm.add_constant(record['feature2'])
        rols = RollingOLS(endog, exog, window=2)
        rres = rols.fit()
        record['const'] = rres.params['const']
        record['slop'] = rres.params['feature2']
        df0.append(record, ignore_index=True)


What I have tried:

KeyError                                  Traceback (most recent call last)
/opt/anaconda3/lib/python3.8/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2894             try:
-> 2895                 return self._engine.get_loc(casted_key)
   2896             except KeyError as err:

pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 'const'
Posted
Comments
Richard MacCutchan 18-Aug-22 5:29am    
As far as I can tell from the error message, the key 'const' is not valid for that dataframe.
lauan 18-Aug-22 21:24pm    
Hmmm...I checked the dataframe (rres.params) The column names are correct.
<class 'pandas.core.frame.dataframe'="">
Int64Index: 7 entries, 0 to 52
Data columns (total 2 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 const 6 non-null float64
1 feature2 6 non-null float64
dtypes: float64(2)
memory usage: 168.0 bytes

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