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.

-------------------------Summary of Regression Analysis-------------------------

Formula: Y ~ <x>

Number of Observations:         2763
Number of Degrees of Freedom:   4

R-squared:         0.0268
Adj R-squared:     0.0257

Rmse:             16.4732

F-stat (1, 2759):    25.3204, p-value:     0.0000

Degrees of Freedom: model 3, resid 2759

-----------------------Summary of Estimated Coefficients------------------------
      Variable       Coef    Std Err     t-stat    p-value    CI 2.5%   CI 97.5%
--------------------------------------------------------------------------------
             x     0.1666     0.0191       8.72     0.0000     0.1292     0.2041
---------------------------------End of Summary---------------------------------

I ran this in Jupyter Notebook