Account for different index levels

pyam/core.py

@@ -1872,11 +1872,21 @@ def _apply_filters(self, level=None, **filters):
 
             elif col == "index":
                 if not isinstance(values, pd.MultiIndex):
-                    values = pd.MultiIndex.from_tuples(values)
+                    values = pd.MultiIndex.from_tuples(values, names=self.index.names)
+                elif values.names == [None, None, None]:
+                    values = values.rename(names=self.index.names)
+                elif not set(values.names).subset(self.index.names):
+                    index_levels = ", ".join(self.index.names)
+                    values_levels = ", ".join(values.names)
+                    raise AttributeError(
+                        f"Filtering by `index` with a MultiIndex object needs to have "
+                        f"the IamDataFrame index levels {index_levels}, "
+                        f"but has {values_levels}"
+                    )
                 index = self._data.index
-                keep_col = index.droplevel(
-                    index.names.difference(["model", "scenario"])
-                ).isin(values)
+                keep_col = index.droplevel(index.names.difference(index.names)).isin(
+                    values
+                )
 
             elif col == "time_domain":
                 # fast-pass if `self` already has selected time-domain