Assignment to multiple columns only works if they existed before

[jzwinck]

Assignment to multiple columns of a :class:`DataFrame` when some of the columns do not exist would previously assign the values to the last column. Now, new columns would be constructed with the right values. 

.. ipython:: python

   df = pd.DataFrame({'a': [0, 1, 2], 'b': [3, 4, 5]})
   df

*Previous behavior*:

.. code-block:: ipython

   In [3]: df[['a', 'c']] = 1
   In [4]: df
   Out[4]:
      a  b
   0  1  1
   1  1  1
   2  1  1

*New behavior*:

.. ipython:: python

   df[['a', 'c']] = 1
   df

---

import pandas as pd
df = pd.DataFrame({'a': [1, 2]})
df['b'] = 3 # creates column 'b'
df[['a', 'b']] = 4 # assigns to columns 'a' and 'b'
df[['c', 'd']] = 5 # KeyError: "['c' 'd'] not in index" !
df[['b', 'c']] = 6 # KeyError: "['c'] not in index" !

I would have expected all the above cases to work, but for some reason the last two fail. New column creation only seems to work for a single column, whilst multiple-column assignment works only if all columns exist.

INSTALLED VERSIONS
python: 3.5.1.final.0
python-bits: 64
pandas: 0.18.1
numpy: 1.11.1

[howsiwei]

In current master (0.25.0.dev0+564.g9c5165e26) multiple-column assignment gives the following error when none of the columns exists:

import pandas as pd
df = pd.DataFrame({'a': [1, 2]})
df[['b', 'c']] = 1

KeyError: "None of [Index(['b', 'c'], dtype='object')] are in the [columns]"

However a warning is given instead when only some of the column do not exist:

df[['a', 'c']] = 1

__main__:1: FutureWarning: 
Passing list-likes to .loc or [] with any missing label will raise
KeyError in the future, you can use .reindex() as an alternative.

See the documentation here:
https://pandas.pydata.org/pandas-docs/stable/indexing.html#deprecate-loc-reindex-listlike

This seems quite inconsistent. Should it be fixed? @jreback

[howsiwei]

@jreback any updates?

[jreback]

this is an open issue @howsiwei

[howsiwei]

@jreback I'm curious what's the intended behavior and if PR is welcomed.

[jreback]

@howsiwei likely this is a bug

[howsiwei]

@jreback do you mean that multiple-column assignment should only gives a warning when none of the columns exists?

[jreback]

multiple column with a scalar assignment should work w/o a warning or error
all of the OP cases should work