robertwb commented on a change in pull request #15019:
URL: https://github.com/apache/beam/pull/15019#discussion_r654706309



##########
File path: sdks/python/apache_beam/dataframe/frames.py
##########
@@ -3187,6 +3187,13 @@ def __init__(self, expr, kwargs,
     self._grouping_indexes = grouping_indexes
     self._kwargs = kwargs
 
+    if (self._kwargs.get('dropna', True) is False and
+        self._ungrouped.proxy().index.nlevels > 1):
+      raise NotImplementedError(
+          "dropna=False does not work as intended in the Beam DataFrame API "
+          "when grouping on multiple columns or indexes (See BEAM-12495).")

Review comment:
       Reference the Pandas bug as well for increased visibility? 




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