Will groupby work if i have a list of columns to group? about hdfe

[esantorella]

No, this is not supported. You can get around this by creating a new column that contains all of the information you want to group on, like this:

import pandas as pd                                                                
from hdfe import Groupby                                                         
df = pd.DataFrame({'a': [1, 1, 1, 2], 'b': [3, 4, 4, 4], 'x': 1})            
# Do this in place of df['group count'] = Groupby(df[['a', 'b']])      
df['new id'] = df['a'].astype(str) + '_' + df['b'].astype(str)        
df['group count']  = Groupby(df['new id']).apply(len, df['x'])                     
print(df)                                                                    
    a  b  x new id  group count
0  1  3  1    1_3          1.0
1   1  4  1    1_4         2.0
2  1  4  1    1_4          2.0
3  2  4  1    2_4         1.0