Converts categorical columns to Categorical type.

def _do_convert_categoricals(self, data, value_label_dict, lbllist,
                                 order_categoricals):
        """
        Converts categorical columns to Categorical type.
        """
        value_labels = list(value_label_dict.keys())
        cat_converted_data = []
        for col, label in zip(data, lbllist):
            if label in value_labels:
                # Explicit call with ordered=True
                cat_data = Categorical(data[col], ordered=order_categoricals)
                categories = []
                for category in cat_data.categories:
                    if category in value_label_dict[label]:
                        categories.append(value_label_dict[label][category])
                    else:
                        categories.append(category)  # Partially labeled
                try:
                    cat_data.categories = categories
                except ValueError:
                    vc = Series(categories).value_counts()
                    repeats = list(vc.index[vc > 1])
                    repeats = '-' * 80 + '\n' + '\n'.join(repeats)
                    # GH 25772
                    msg = """
Value labels for column {col} are not unique. These cannot be converted to
pandas categoricals.

Either read the file with `convert_categoricals` set to False or use the
low level interface in `StataReader` to separately read the values and the
value_labels.

The repeated labels are:
{repeats}
"""
                    raise ValueError(msg.format(col=col, repeats=repeats))
                # TODO: is the next line needed above in the data(...) method?
                cat_data = Series(cat_data, index=data.index)
                cat_converted_data.append((col, cat_data))
            else:
                cat_converted_data.append((col, data[col]))
        data = DataFrame.from_dict(OrderedDict(cat_converted_data))
        return data