I recently migrated some of my code to Pandas 0.17.0. I found that the df.describe() method is clobbering index names when used after a transpose. Here I'm just using transpose as an easy way to create multi-index column names.
Pandas 0.17.0
Numpy 1.9.2
import pandas as pd
import numpy as np
df = pd.DataFrame({'A' : ['foo', 'bar', 'foo', 'bar',
'foo', 'bar', 'foo', 'foo'],
'B' : ['one', 'one', 'two', 'three',
'two', 'two', 'one', 'three'],
'C' : np.random.randn(8),
'D' : np.random.randn(8)})
# Create Multi Index For Rows
In [11]: df.groupby(['A', 'B']).mean().index.names
Out[11]: FrozenList([u'A', u'B'])
# Transposing the row index to column names works.
In [31]: df.groupby(['A', 'B']).mean().T.columns.names
Out[31]: FrozenList([u'A', u'B'])
# After the describe() method the column names are dropped.
In [23]: df.groupby(['A', 'B']).mean().T.describe().columns.names
Out[23]: FrozenList([None]) # In Pandas 0.13.1 the column names were preserved.
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