title: Getting SettingWithCopyWarning warning even after using .loc in pandas
body: <pre><code>df_masked.loc[:, col] = df_masked.groupby([df_masked.index.month, df_masked.index.day])[col].\
              transform(lambda y: y.fillna(y.median()))
  </code></pre>
  
  <p>Even after using a .loc, I get the foll. error, how do I fix it? </p>
  
  <pre><code>Anaconda\lib\site-packages\pandas\core\indexing.py:476: SettingWithCopyWarning: 
  A value is trying to be set on a copy of a slice from a DataFrame.
  Try using .loc[row_indexer,col_indexer] = value instead
  
  See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
    self.obj[item] = s
  </code></pre>