DataFrame API: groupby(dropna=False) still drops NAs when grouping on multiple columns or indexes
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bug
core
dataframe
P3
python
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- Java
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Description
```
df.groupby(['foo', 'bar'], dropna=False).sum()
```
This will still drop NAs in the output.
This is due to pandas bug [36470](https://github.com/pandas-dev/pandas/issues/36470) "BUG: groupby(..., dropna=False) excludes NA values when grouping on MultiIndex levels".
We implement groupby by moving all grouped data into the index and requiring Index() partitioning, so we will always run into this issue, even when the user is grouping on columns, not indexes.
Imported from Jira [BEAM-12495](https://issues.apache.org/jira/browse/BEAM-12495). Original Jira may contain additional context.
Reported by: bhulette.
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