Using Pandas groupby to calculate many slopes

Question

Some illustrative data in a DataFrame (MultiIndex) format:

|entity| year |value| +------+------+-----+ | a | 1999 | 2 | | | 2004 | 5 | | b | 20

Answer 1

A function can be applied to a groupby with the apply function. The passed function in this case linregress. Please see below:

In [4]: x = pd.DataFrame({'entity':['a','a','b','b','b'],
                          'year':[1999,2004,2003,2007,2014],
                          'value':[2,5,3,2,7]})

In [5]: x
Out[5]: 
  entity  value  year
0      a      2  1999
1      a      5  2004
2      b      3  2003
3      b      2  2007
4      b      7  2014


In [6]: from scipy.stats import linregress

In [7]: x.groupby('entity').apply(lambda v: linregress(v.year, v.value)[0])
Out[7]: 
entity
a    0.600000
b    0.403226