Cannot add column to copy of DataFrame
This problem does not happen with all DataFrames, but only with the one I'm using.

The original DataFrame looks something like this:

``` python
>>> df.head()
```

|  | date | text1 | number1 | text2 | text3 | text4 |
| --- | --- | --- | --- | --- | --- | --- |
| 0 | 2014-10-02 | foo | NaN | NaN | NaN | NaN |
| 1 | 2014-10-02 | foo2 | NaN | NaN | Lannister | NaN |
| 2 | 2014-10-02 | foo3 | NaN | NaN | NaN | Stark |
| 3 | 2014-10-02 | foo4 | 1992 | Y | NaN | Baratheon |
| 4 | 2014-10-02 | foo4 | NaN | NaN | NaN | NaN |

After running the following code:

``` python
date_centric = df.copy()
date_centric['week'] = date_centric['date'].apply(lambda x: x.isocalendar()[1]) 
date_centric = df.set_index('date').sort()
date_centric.head()
```

This is the result:

|  | text1 | number1 | text2 | text3 | text4 |
| --- | --- | --- | --- | --- | --- |
| date |  |  |  |  |  |
| 2014-10-02 | foo | NaN | NaN | NaN | NaN |
| 2014-10-02 | foo2 | NaN | NaN | Lannister | NaN |
| 2014-10-02 | foo3 | NaN | NaN | NaN | Stark |
| 2014-10-02 | foo4 | 1992 | Y | NaN | Baratheon |
| 2014-10-02 | foo4 | NaN | NaN | NaN | NaN |

Please note that the `week` column that was added does not appear in the `date_centric` DataFrame. If the `date_centric = df.copy()` statement is removed, then both `df` and `date_centric` will contain the `week` column.

Finally, some information that might help pinpoint the issue:

``` python
>>> df.info()
<class 'pandas.core.frame.DataFrame'>
Int64Index: 26207 entries, 0 to 26206
Data columns (total 6 columns):
date                      26207 non-null datetime64[ns]
imsi                      26207 non-null object
birth_date                16142 non-null float64
gender                    16511 non-null object
postal_sector_business    1863 non-null object
postal_sector_consumer    16558 non-null object
dtypes: datetime64[ns](1), float64(1), object(4)
memory usage: 1.4+ MB
>>> pd.show_versions
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.8.final.0
python-bits: 64
OS: Windows
OS-release: 8
machine: AMD64
processor: Intel64 Family 6 Model 42 Stepping 7, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.15.1
nose: 1.3.4
Cython: 0.21
numpy: 1.9.0
scipy: 0.14.0
statsmodels: 0.5.0
IPython: 2.2.0
sphinx: 1.2.3
patsy: 0.3.0
dateutil: 2.2
pytz: 2014.9
bottleneck: None
tables: 3.1.1
numexpr: 2.3.1
matplotlib: 1.4.0
openpyxl: 1.8.5
xlrd: 0.9.3
xlwt: 0.7.5
xlsxwriter: 0.5.7
lxml: 3.4.0
bs4: 4.3.2
html5lib: None
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: 0.9.7
pymysql: None
psycopg2: None
```

I have also been able to repro this with pandas 0.14.1
