Closed
Description
Code Sample, a copy-pastable example if possible
import pandas as pd
import pandas.util.testing as tm
In [19]: df = tm.makeDataFrame()
In [20]: df.to_stata('foo.stata')
In [21]: pd.read_stata('foo.stata', index='index')
Out[21]:
index A B C D
0 2wIkgwAbVm 0.310317 -0.753652 -0.509405 -0.309492
1 59guDFHo0l 0.404983 -0.098995 -0.330786 -0.548584
2 5sX3JbPQjk 0.520377 1.379943 2.375164 1.475831
3 UsF3izOnQy -1.413272 0.668192 0.859581 -0.646165
...It should be like read_stata('foo.stata').set_index('index')
Side-note, I think elsewhere we use index_col instead of index.
Output of pd.show_versions()
master