SettingWithCopyWarning when setting with .loc[row_indexer, col_indexer]
#### Code Sample, a copy-pastable example if possible

E.g:

```python
lcf.loc[i,'f'] = 5510448.7222578134
```
```
SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
  self.obj[key] = _infer_fill_value(value)
```
Note:
```
i = 0
lcf.index = RangeIndex(start=0, stop=3895, step=1)
```

However the columns `'f'` doesn't exist yet.

#### Problem description

I don't understand why I'm getting the SettingWithCopyWarning when I am doing what it suggests. Furthermore the above code actually works, and isn't setting to a copy (since the DataFrame updates correctly).

This appears to be because I am making the column `'f'` in the above example (it's not defined before), however I thought the above was the intended way of adding new columns/rows.

#### Expected Output

None

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Linux
OS-release: 2.6.32-696.10.2.el6.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8
LOCALE: en_GB.UTF-8

pandas: 0.20.1
pytest: 3.0.7
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.19.0
xarray: None
IPython: 5.3.0
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.3.0
numexpr: 2.6.2
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.7
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.999
sqlalchemy: 1.1.9
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: None
pandas_datareader: None

</details>
