Pandas Multi-index - Can't Convert Non-uniquely Indexed Dataframe To Panel

Given a time series data, I'm trying to use panel OLS with fixed effects in Python. I found this way to do it: Fixed effect in Pandas or Statsmodels My input data looks like this (

Solution 1:

Using the provided pickle file, I ran the regression and it worked fine.

-------------------------SummaryofRegressionAnalysis-------------------------Formula:Y~<x>Number of Observations:2763Number of Degrees of Freedom:4R-squared:0.0268Adj R-squared:0.0257Rmse:16.4732F-stat(1,2759):25.3204,p-value:0.0000Degrees of Freedom:model3,resid2759-----------------------SummaryofEstimatedCoefficients------------------------VariableCoefStdErrt-statp-valueCI2.5%CI97.5%--------------------------------------------------------------------------------x0.16660.01918.720.00000.12920.2041---------------------------------EndofSummary---------------------------------

I ran this in Jupyter Notebook