title: I get key error whenever I try to encode categorical_features in my dataframe
body: <p>These are the names of categorical features names that I have stored in a list</p>
  <pre><code>my_list=['MSZoning','Street','LotShape','LandContour','Utilities','LotConfig','LandSlope',
  'Neighborhood','Condition1','Condition2','BldgType','HouseStyle','RoofStyle','RoofMatl',
  'Exterior1st','Exterior2nd','MasVnrType','ExterQual','ExterCond','Foundation','BsmtFinType2',
  'Heating','HeatingQC','CentralAir','KitchenQual','Functional','GarageType','GarageFinish',
  'GarageQual','GarageCond','PavedDrive','SaleType','SaleCondition']
  </code></pre>
  <p>my code for encoding is as follows:</p>
  <pre><code>for cols in my_list:
      df[cols]=pd.get_dummies(df[cols],drop_first=True)
  </code></pre>
  <p>I get the following error:</p>
  <pre><code>KeyError: 'MSZoning'
  
  During handling of the above exception, another exception occurred:
  </code></pre>
  <p>I tried the above method for another dataset but it worked just fine but here it is giving me above error.</p>