pandas.core.groupby.DataFrameGroupBy should provide a method to be converted into a (MultiIndex) DataFrame
```
>>> df1 = pd.DataFrame( { 
    "Name" : ["Alice", "Bob", "Mallory", "Mallory", "Bob" , "Mallory"] , 
    "City" : ["Seattle", "Seattle", "Portland", "Seattle", "Seattle", "Portland"] } )

>>> g1 = df1.groupby( [ "Name" ] )

>>> print g1.head()
               City     Name
Name                        
Alice   0   Seattle    Alice
Bob     1   Seattle      Bob
        4   Seattle      Bob
Mallory 2  Portland  Mallory
        3   Seattle  Mallory
        5  Portland  Mallory

>>>> pd.DataFrame(g1)
```

raise exception
AttributeError: 'numpy.ndarray' object has no attribute 'index'
