Hi Evgeny, it would be helpful to add to the issue description some links to code / examples where this method is used or would be useful. Right now there's just an assertion "this is useful", which is hard to evaluate.
Other questions I would have:
1. The issue has a method for COO, but I'd think we want this for all or none of the formats?
2. Is it only drop column, or would drop row also make sense?