Easy function for making dummy variable matrices
there are already a few things floating around but having something more structured / more options + in the pandas namespace would be nice

from an e-mail on the statsmodels mailing list

```
Here's a quick hack at it (not too dissimilar to Aman's code it looks
like)-- I should find a place in the library to put this:

def make_dummies(data, cat_variables):
   result = data.drop(cat_variables, axis=1)

   for variable in cat_variables:
       dummies = _get_dummy_frame(data, variable)
       result = result.join(dummies)
   return result

def _get_dummy_frame(data, column):
   from pandas import Factor
   factor = Factor(data[column])
   dummy_mat = np.eye(len(factor.levels)).take(factor.labels, axis=0)
   dummy_cols = ['%s.%s' % (column, v) for v in factor.levels]
   dummies = DataFrame(dummy_mat, index=data.index,
                       columns=dummy_cols)

   return dummies


In [29]: df
Out[29]:
  gender  hand   color  height  age
0  male    right  green  5.75    23
1  female  right  brown  5.42    27
2  female  left   green  5.58    31
3  male    right  brown  5.92    39
4  male    right  blue   5.83    33

In [30]: make_dummies(df, ['gender', 'hand', 'color']).T
Out[30]:
              0     1     2     3     4
height         5.75  5.42  5.58  5.92  5.83
age            23    27    31    39    33
gender.female  0     1     1     0     0
gender.male    1     0     0     1     1
hand.left      0     0     1     0     0
hand.right     1     1     0     1     1
color.blue     0     0     0     0     1
color.brown    0     1     0     1     0
color.green    1     0     1     0     0

(BTW I read in that data using df = read_clipboard(sep=','))
```
