How to run a linear model by group in Python?

Dear all,

I’m beginning with Python that I need to use to run a linear model for the dataset below :

My target is to run a linear model as follows :

Y ~ X1 + X2

And for that the following code gave me exactly what I need :

import numpy as np

import pandas as pd

import statsmodels.api as sm

import matplotlib.pyplot as plt

from statsmodels.formula.api import ols

import scipy.stats as stats

df = pd.DataFrame(dataset)

reg = ols('Y ~ C(X1) + C(X2)', data=df).fit()

df['fitted_values'] = reg.fittedvalues

result = reg.outlier_test()

df['student_resid'] = result.student_resid

What I’m not able to do is to run this code by ‘Location’, and get my columns 'fitted_values' and 'student_resid' accordingly.

Any help is highly appreciated.

Thanks a lot in advance.

Regards,