BUG: iloc setitem with 3d indexer not raising (#31813)

Author: jbrockmendel

pandas/core/internals/blocks.py

@@ -830,6 +830,9 @@ def setitem(self, indexer, value):
         """
         transpose = self.ndim == 2
 
+        if isinstance(indexer, np.ndarray) and indexer.ndim > self.ndim:
+            raise ValueError(f"Cannot set values with ndim > {self.ndim}")
+
         # coerce None values, if appropriate
         if value is None:
             if self.is_numeric:

pandas/io/stata.py

@@ -1678,6 +1678,10 @@ def _do_convert_missing(self, data: DataFrame, convert_missing: bool) -> DataFra
                     missing_value = StataMissingValue(um)
 
                     loc = missing_loc[umissing_loc == j]
+                    if loc.ndim == 2 and loc.shape[1] == 1:
+                        # GH#31813 avoid trying to set Series values with wrong
+                        #  dimension
+                        loc = loc[:, 0]
                     replacement.iloc[loc] = missing_value
             else:  # All replacements are identical
                 dtype = series.dtype

pandas/tests/indexing/test_indexing.py

@@ -133,38 +133,24 @@ def test_setitem_ndarray_3d(self, index, obj, idxr, idxr_id):
         idxr = idxr(obj)
         nd3 = np.random.randint(5, size=(2, 2, 2))
 
-        msg = (
-            r"Buffer has wrong number of dimensions \(expected 1, "
-            r"got 3\)|"
-            "'pandas._libs.interval.IntervalTree' object has no attribute "
-            "'get_loc'|"  # AttributeError
-            "unhashable type: 'numpy.ndarray'|"  # TypeError
-            "No matching signature found|"  # TypeError
-            r"^\[\[\[|"  # pandas.core.indexing.IndexingError
-            "Index data must be 1-dimensional"
-        )
-
-        if (idxr_id == "iloc") or (
-            (
-                isinstance(obj, Series)
-                and idxr_id == "setitem"
-                and index.inferred_type
-                in [
-                    "floating",
-                    "string",
-                    "datetime64",
-                    "period",
-                    "timedelta64",
-                    "boolean",
-                    "categorical",
-                ]
-            )
+        if idxr_id == "iloc":
+            err = ValueError
+            msg = f"Cannot set values with ndim > {obj.ndim}"
+        elif (
+            isinstance(index, pd.IntervalIndex)
+            and idxr_id == "setitem"
+            and obj.ndim == 1
         ):
-            idxr[nd3] = 0
+            err = AttributeError
+            msg = (
+                "'pandas._libs.interval.IntervalTree' object has no attribute 'get_loc'"
+            )
         else:
-            err = (ValueError, AttributeError)
-            with pytest.raises(err, match=msg):
-                idxr[nd3] = 0
+            err = ValueError
+            msg = r"Buffer has wrong number of dimensions \(expected 1, got 3\)|"
+
+        with pytest.raises(err, match=msg):
+            idxr[nd3] = 0
 
     def test_inf_upcast(self):
         # GH 16957