Q:

How to create LINQ Expression Tree to select an anonymous type

I would like to generate the following select statement dynamically using expression trees:
var v = from c in Countries
        where c.City == "London"
        select new {c.Name, c.Population};

I have worked out how to generate
var v = from c in Countries
        where c.City == "London"
        select new {c.Name};

but I cannot seem to find a constructor/overload that will let me specify multiple properties in my select lambda.

A:

This can be done, as mentioned, with the help of Reflection Emit and a helper class I've included below. The code below is a work in progress, so take it for what it's worth... 'it works on my box'. The SelectDynamic method class should be tossed in a static extension method class.
As expected, you won't get any Intellisense since the type isn't created until runtime. Works good on late-bound data controls.
public static IQueryable SelectDynamic(this IQueryable source, IEnumerable<string> fieldNames)
{
    Dictionary<string, PropertyInfo> sourceProperties = fieldNames.ToDictionary(name => name, name => source.ElementType.GetProperty(name));
    Type dynamicType = LinqRuntimeTypeBuilder.GetDynamicType(sourceProperties.Values);

    ParameterExpression sourceItem = Expression.Parameter(source.ElementType, "t");
    IEnumerable<MemberBinding> bindings = dynamicType.GetFields().Select(p => Expression.Bind(p, Expression.Property(sourceItem, sourceProperties[p.Name]))).OfType<MemberBinding>();

    Expression selector = Expression.Lambda(Expression.MemberInit(
        Expression.New(dynamicType.GetConstructor(Type.EmptyTypes)), bindings), sourceItem);

    return source.Provider.CreateQuery(Expression.Call(typeof(Queryable), "Select", new Type[] { source.ElementType, dynamicType },
                 Expression.Constant(source), selector));
}

public static class LinqRuntimeTypeBuilder
{
    private static readonly ILog log = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
    private static AssemblyName assemblyName = new AssemblyName() { Name = "DynamicLinqTypes" };
    private static ModuleBuilder moduleBuilder = null;
    private static Dictionary<string, Type> builtTypes = new Dictionary<string, Type>();

    static LinqRuntimeTypeBuilder()
    {
        moduleBuilder = Thread.GetDomain().DefineDynamicAssembly(assemblyName, AssemblyBuilderAccess.Run).DefineDynamicModule(assemblyName.Name);
    }

    private static string GetTypeKey(Dictionary<string, Type> fields)
    {
        //TODO: optimize the type caching -- if fields are simply reordered, that doesn't mean that they're actually different types, so this needs to be smarter
        string key = string.Empty;
        foreach (var field in fields)
            key += field.Key + ";" + field.Value.Name + ";";

        return key;
    }

    public static Type GetDynamicType(Dictionary<string, Type> fields)
    {
        if (null == fields)
            throw new ArgumentNullException("fields");
        if (0 == fields.Count)
            throw new ArgumentOutOfRangeException("fields", "fields must have at least 1 field definition");

        try
        {
            Monitor.Enter(builtTypes);
            string className = GetTypeKey(fields);

            if (builtTypes.ContainsKey(className))
                return builtTypes[className];

            TypeBuilder typeBuilder = moduleBuilder.DefineType(className, TypeAttributes.Public | TypeAttributes.Class | TypeAttributes.Serializable);

            foreach (var field in fields)                    
                typeBuilder.DefineField(field.Key, field.Value, FieldAttributes.Public);

            builtTypes[className] = typeBuilder.CreateType();

            return builtTypes[className];
        }
        catch (Exception ex)
        {
            log.Error(ex);
        }
        finally
        {
            Monitor.Exit(builtTypes);
        }

        return null;
    }

    private static string GetTypeKey(IEnumerable<PropertyInfo> fields)
    {
        return GetTypeKey(fields.ToDictionary(f => f.Name, f => f.PropertyType));
    }

    public static Type GetDynamicType(IEnumerable<PropertyInfo> fields)
    {
        return GetDynamicType(fields.ToDictionary(f => f.Name, f => f.PropertyType));
    }
}

A:

The accepted answer is very useful, but I needed something a little closer to a real anonymous type.
A real anonymous type has read-only properties, a constructor for filling in all of the values, an implementation of Equals/GetHashCode for comparing the values of each property, and an implementation ToString that includes the name/value of each property.  (See https://msdn.microsoft.com/en-us/library/bb397696.aspx for a full description of anonymous types.)
Based on that definition of anonymous classes, I put a class that generates dynamic anonymous types on github at https://github.com/dotlattice/LatticeUtils/blob/master/LatticeUtils/AnonymousTypeUtils.cs.  The project also contains some unit tests to make sure the fake anonymous types behave like real ones.
Here's a very basic example of how to use it:
AnonymousTypeUtils.CreateObject(new Dictionary<string, object>
{
    { "a", 1 },
    { "b", 2 }
});

Also, another note: I found that when using a dynamic anonymous type with Entity Framework, the constructor must be called with the "members" parameter set.  For example:
Expression.New(
    constructor: anonymousType.GetConstructors().Single(), 
    arguments: propertyExpressions,
    members: anonymousType.GetProperties().Cast<MemberInfo>().ToArray()
); 

If you used one of the versions of Expression.New that does not include the "members" parameter, Entity Framework would not recognize it as the constructor of an anonymous type.  So I assume that means a real anonymous type's constructor expression would include that "members" information.

A:

Maybe a bit late but may help to someone.
You Can generate dynamic select by call DynamicSelectGenerator in select from an entity.
public static Func<T, T> DynamicSelectGenerator<T>()
            {
                // get Properties of the T
                var fields = typeof(T).GetProperties().Select(propertyInfo => propertyInfo.Name).ToArray();

            // input parameter "o"
            var xParameter = Expression.Parameter(typeof(T), "o");

            // new statement "new Data()"
            var xNew = Expression.New(typeof(T));

            // create initializers
            var bindings = fields.Select(o => o.Trim())
                .Select(o =>
                {

                    // property "Field1"
                    var mi = typeof(T).GetProperty(o);

                    // original value "o.Field1"
                    var xOriginal = Expression.Property(xParameter, mi);

                    // set value "Field1 = o.Field1"
                    return Expression.Bind(mi, xOriginal);
                }
            );

            // initialization "new Data { Field1 = o.Field1, Field2 = o.Field2 }"
            var xInit = Expression.MemberInit(xNew, bindings);

            // expression "o => new Data { Field1 = o.Field1, Field2 = o.Field2 }"
            var lambda = Expression.Lambda<Func<T, T>>(xInit, xParameter);

            // compile to Func<Data, Data>
            return lambda.Compile();
        }

And use by this code:
var result = dbContextInstancs.EntityClass.Select(DynamicSelectGenerator<EntityClass>());

