ENH: Index StringMethods should return MultiIndex when result dimension is more than one (original) (raw)

Currently the Index.str methods only support returning Index results. However, analogous to the expansion from Series.str.* -> DataFrame, we should be able to do Index.str.* -> MultiIndex in certain cases, as discussed in #9870 (comment)

Some of the string methods that can support this are: str.get_dummies, str.extract, str.split

Here are the related PRs: #9667, #9843, #9870, #9985