I'm trying to create a bootstrapped sample from a multiindex dataframe in Pandas. Below is some code to generate the kind of data I need.

from itertools import product
import pandas as pd
import numpy as npdf = pd.DataFrame({'group1': [1, 1, 1, 2, 2, 3],'group2': [13, 18, 20, 77, 109, 123],'value1': [1.1, 2, 3, 4, 5, 6],'value2': [7.1, 8, 9, 10, 11, 12]})
df = df.set_index(['group1', 'group2'])print df

The df dataframe looks like:

                   value1  value2
group1 group2                
1      13         1.1     7.118         2.0     8.020         3.0     9.0
2      77         4.0    10.0109        5.0    11.0
3      123        6.0    12.0

I want to get a random sample from the first index. For example let's say the random values np.random.randint(3,size=3) produces [3,2,2]. I'd like the resultant dataframe to look like:

                   value1  value2
group1 group2                
3      123        6.0    12.0
2      77         4.0    10.0109        5.0    11.0
2      77         4.0    10.0109        5.0    11.0

I've spent a lot of time researching this and I've been unable to find a similar example where the multiindex values are integers, the secondary index is of variable length, and the primary index samples are repeating. This is how I think an appropriate implementation for bootstrapping would work.

Try:

df.unstack().sample(3, replace=True).stack()