Merging results from model.predict() with original pandas DataFrame?

I have the same problem (almost)

I fixed it this way

...
.
.
.
X_train, X_test, y_train, y_test = train_test_split(df,df_class, train_size = 0.8)

model = DecisionTreeClassifier()

model.fit(X_train, y_train)

y_hats = model.predict(X_test)

y_hats  = pd.DataFrame(y_hats)

df_out = X_test.reset_index()
df_out["Actual"] = y_test.reset_index()["Columns_Name"]
df_out["Prediction"] = y_hats.reset_index()[0]


y_test['preds'] = y_hats

df_out = pd.merge(df,y_test[['preds']],how = 'left',left_index = True, right_index = True)

your y_hats length will only be the length on the test data (20%) because you predicted on X_test. Once your model is validated and you're happy with the test predictions (by examining the accuracy of your model on the X_test predictions compared to the X_test true values), you should rerun the predict on the full dataset (X). Add these two lines to the bottom:

y_hats2 = model.predict(X)

df['y_hats'] = y_hats2

EDIT per your comment, here is an updated result the returns the dataset with the prediction appended where they were in the test datset

from sklearn.datasets import load_iris
from sklearn.cross_validation import train_test_split
from sklearn.tree import DecisionTreeClassifier
import pandas as pd
import numpy as np

data = load_iris()

# bear with me for the next few steps... I'm trying to walk you through
# how my data object landscape looks... i.e. how I get from raw data 
# to matrices with the actual data I have, not the iris dataset
# put feature matrix into columnar format in dataframe
df = pd.DataFrame(data = data.data)

# add outcome variable
df_class = pd.DataFrame(data = data.target)

# finally, split into train-test
X_train, X_test, y_train, y_test = train_test_split(df,df_class, train_size = 0.8)

model = DecisionTreeClassifier()

model.fit(X_train, y_train)

# I've got my predictions now
y_hats = model.predict(X_test)

y_test['preds'] = y_hats

df_out = pd.merge(df,y_test[['preds']],how = 'left',left_index = True, right_index = True)