Why a KeyError is coming with Pandas Multiindex Merge?

I am having exactly the same problem like the one described here: Pandas Dataframe Multiindex Merge

When using the proposed solution I am getting a key error.

I'm using pandas version = 0.20.1 (the code works for at least 0.23.0 and above).

Is there a way to merge with this version? Thanks for any help!

import pandas as pd
import numpy as np



arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
            ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
tuples = list(zip(*arrays))
index1 = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
index2 = pd.MultiIndex.from_tuples(tuples, names=['third', 'fourth'])


s1 = pd.DataFrame(np.random.randn(8), index=index1, columns=['s1'])
s2 = pd.DataFrame(np.random.randn(8), index=index2, columns=['s2'])



s1.merge(s2, left_index=True, right_on=['third', 'fourth']) 

The error message when submitting this code is as follows:

KeyError                                  Traceback (most recent call last)
C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   2392             try:
-> 2393                 return self._engine.get_loc(key)
   2394             except KeyError:

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5239)()

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5085)()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:20405)()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:20359)()

KeyError: 'third'

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-2-b491d0bdf2dc> in <module>()
     17 
     18 
---> 19 s1.merge(s2, left_index=True, right_on=['third', 'fourth'])

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\frame.py in merge(self, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator)
   4818                      right_on=right_on, left_index=left_index,
   4819                      right_index=right_index, sort=sort, suffixes=suffixes,
-> 4820                      copy=copy, indicator=indicator)
   4821 
   4822     def round(self, decimals=0, *args, **kwargs):

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py in merge(left, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator)
     51                          right_on=right_on, left_index=left_index,
     52                          right_index=right_index, sort=sort, suffixes=suffixes,
---> 53                          copy=copy, indicator=indicator)
     54     return op.get_result()
     55 

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py in __init__(self, left, right, how, on, left_on, right_on, axis, left_index, right_index, sort, suffixes, copy, indicator)
    556         (self.left_join_keys,
    557          self.right_join_keys,
--> 558          self.join_names) = self._get_merge_keys()
    559 
    560         # validate the merge keys dtypes. We may need to coerce

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py in _get_merge_keys(self)
    847                     join_names.append(None)
    848                 else:
--> 849                     right_keys.append(right[k]._values)
    850                     join_names.append(k)
    851             if isinstance(self.left.index, MultiIndex):

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\frame.py in __getitem__(self, key)
   2060             return self._getitem_multilevel(key)
   2061         else:
-> 2062             return self._getitem_column(key)
   2063 
   2064     def _getitem_column(self, key):

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\frame.py in _getitem_column(self, key)
   2067         # get column
   2068         if self.columns.is_unique:
-> 2069             return self._get_item_cache(key)
   2070 
   2071         # duplicate columns & possible reduce dimensionality

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\generic.py in _get_item_cache(self, item)
   1532         res = cache.get(item)
   1533         if res is None:
-> 1534             values = self._data.get(item)
   1535             res = self._box_item_values(item, values)
   1536             cache[item] = res

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\internals.py in get(self, item, fastpath)
   3588 
   3589             if not isnull(item):
-> 3590                 loc = self.items.get_loc(item)
   3591             else:
   3592                 indexer = np.arange(len(self.items))[isnull(self.items)]

C:\Users\User_Name\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   2393                 return self._engine.get_loc(key)
   2394             except KeyError:
-> 2395                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   2396 
   2397         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5239)()

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5085)()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:20405)()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:20359)()

KeyError: 'third'