I am trying to write a nested GroupBy LINQ expression using the fluent (i.e., "method") syntax.
Here's my class and data:
class Person
{
    public String ZipCode, Gender, Name;
}
private static List<Person> people = new List<Person>
{
    new Person { ZipCode= "11111", Gender = "M", Name = "Tom" },
    new Person { ZipCode= "11111", Gender = "M", Name = "Bob" },
    new Person { ZipCode= "11111", Gender = "F", Name = "Nancy" },
    new Person { ZipCode= "11111", Gender = "F", Name = "Lisa" },
    new Person { ZipCode= "22222", Gender = "M", Name = "Dan" },
    new Person { ZipCode= "33333", Gender = "F", Name = "Mary" },
    new Person { ZipCode= "44444", Gender = "F", Name = "Joan" },
    new Person { ZipCode= "44444", Gender = "F", Name = "Jane" },
    new Person { ZipCode= "44444", Gender = "M", Name = "Bill" }
};
What I'm wanting to achieve is an object that is grouped by ZipCode and then by Gender within ZipCode. In terms of an object type, I am looking for this:
IEnumerable<IGrouping<string, IEnumerable<IGrouping<string, Person>>>>
This would then allow me to access the query results like this:
foreach(var byZip in mainQuery) {
   Console.WriteLine(byZip.Key);  // print the ZipCode
   foreach(var byGender in byZip) {
      Console.WriteLine(byGender.Key) // print the Gender
      foreach (Person p in byGender)
         Console.WriteLine(p.Name);
   }
}
Again, I'm looking to use fluent notation.
Based on Jeff's answer below, this is the query and the access:
IEnumerable<IGrouping<string, IEnumerable<IGrouping<string, Person>>>> query = 
    people
        .GroupBy(p => p.ZipCode)
            .GroupBy(
                keySelector: g => g.Key,
                elementSelector: g => g.GroupBy(p => p.Gender)
            );
foreach (IGrouping<string, IEnumerable<IGrouping<string, Person>>> byZip in query)
{
    Console.WriteLine(byZip.Key);  // print the ZipCode
    foreach (IEnumerable<IGrouping<string, Person>> byGender in byZip)
    {
        foreach (IGrouping<string, Person> t in byGender)
        { 
            Console.WriteLine(t.Key); // print the Gender
            foreach (Person y in t)
                Console.WriteLine(y.Name);
        }
    }
}
                In query syntax, you could write it like this:
var query =
    from p in people
    group p by p.ZipCode into g
    let gender =
        from p in g
        group p by p.Gender
    group gender by g.Key;
And converting it using the "fluent" syntax, that would become this:
var query2 = people.GroupBy(p => p.ZipCode)
    .GroupBy(
        g => g.Key,
        g => g.GroupBy(p => p.Gender)
    );
However the way you want to access this doesn't match the actual type. Your access pattern makes your type actually be:
IEnumerable<IGrouping<string, IGrouping<string, Person>>>
So the query should be:
var query =
    from p in people
    group p by p.ZipCode into g
    let gender =
        from p in g
        group p by p.Gender
    from g2 in gender
    group g2 by g.Key;
And the conversion... is a bit more complicated.
var query2 = people.GroupBy(p => p.ZipCode)
    .SelectMany(g =>
        g.GroupBy(p => p.Gender).GroupBy(g2 => g.Key)
    );
                        The following:
var peopleGroupedByZipCode = people
    .GroupBy(p => p.ZipCode)
    .Select(group => new
    {
        ZipCode = group.Key,
        PeopleGroupedByGender = group.GroupBy(p => p.Gender)
    });
foreach (var resultsByZipCode in peopleGroupedByZipCode)
{
    Console.WriteLine("ZipCode: " + resultsByZipCode.ZipCode);
    foreach (var resultsByGender in resultsByZipCode.PeopleGroupedByGender)
    {
        Console.WriteLine(" Gender : " + resultsByGender.Key);
        foreach (var resultWithinGenderGroup in resultsByGender)
            Console.WriteLine("  " + resultWithinGenderGroup.Name);
    }
}
will write out the following:
ZipCode: 11111
Gender : M
Tom
Bob
Gender : F
Nancy
Lisa
ZipCode: 22222
Gender : M
Dan
ZipCode: 33333
Gender : F
Mary
ZipCode: 44444
Gender : F
Joan
Jane
Gender : M
Bill
Is that the sort of thing that you want?
(I realise that it's not precisely an IEnumerable<IGrouping<string, IEnumerable<IGrouping<string, Person>>>> but I figured that it was more the shape of the data that you were interested in that a precise type).
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