My dataset is in an odd format and I have no clue how to fix it (I have tried and read a lot of similar questions but to no avail). Each column is a firm name (e.g. AAPL, AMZN, FB) and the first row is a list of each category of data. Basically each column has a firm name, then the entry below is a code (e.g. trading volume, market value, price), and then the respective data with an index of dates (monthly). How can I appropriately manipulate this so I can filter the data for a panel regression? Example: using each column of trading volume regressed on each column of earnings per share?
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It sounds like you may need to learn how to select columns from Pandas MultiIndex, and perhaps how to create a MultiIndex. You may also benefit from learning how to reshape your data in order to run your panel regression.
If you provide a small sample of your data with the correct format, it will be easier to provide more specifics.
Nathaniel
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