BUG: (GH3997) Fix for dropna=False in stack

doc/source/release.rst

@@ -274,6 +274,7 @@ pandas 0.11.1
   - csv parsers would loop infinitely if ``iterator=True`` but no ``chunksize`` was 
     specified (:issue:`3967`), python parser failing with ``chunksize=1``
 	- Fix index name not propogating when using ``shift`` 
+	- Fixed dropna=False being ignored with multi-index stack (:issue:`3997`)
 
 .. _Gh3616: https://github.com/pydata/pandas/issues/3616
 

pandas/core/reshape.py

@@ -492,7 +492,7 @@ def stack(frame, level=-1, dropna=True):
     level = frame.columns._get_level_number(level)
 
     if isinstance(frame.columns, MultiIndex):
-        return _stack_multi_columns(frame, level=level, dropna=True)
+        return _stack_multi_columns(frame, level=level, dropna=dropna)
     elif isinstance(frame.index, MultiIndex):
         new_levels = list(frame.index.levels)
         new_levels.append(frame.columns)

pandas/tests/test_multilevel.py

@@ -948,6 +948,19 @@ def test_stack_multiple_bug(self):
         xp.columns.name = 'Params'
         assert_frame_equal(rs, xp)
 
+    def test_stack_dropna(self):
+        # GH #3997
+        df = pd.DataFrame({'A': ['a1', 'a2'], 
+                           'B': ['b1', 'b2'], 
+                           'C': [1, 1]})
+        df = df.set_index(['A', 'B'])
+
+        stacked = df.unstack().stack(dropna=False)
+        self.assertTrue(len(stacked) > len(stacked.dropna()))
+
+        stacked = df.unstack().stack(dropna=True)
+        assert_frame_equal(stacked, stacked.dropna())
+
     def test_unstack_multiple_hierarchical(self):
         df = DataFrame(index=[[0, 0, 0, 0, 1, 1, 1, 1],
                               [0, 0, 1, 1, 0, 0, 1, 1],