Dropping rows from inner level of multiindex not removing name of rows from index
Dropping rows is removing the values from a multiindex dataframe but not removing the key values from the multiindex. I don't think this is intended behavior. This is pandas 15.1

``` python
In [33]: s = pd.Series(np.random.randn(8), index=arrays)

In [34]: df = pd.DataFrame(np.random.randn(8, 4), index=arrays)

In [35]: df
Out[35]: 
                0         1         2         3
bar one -0.236317  0.105585 -0.611251  0.016047
    two  0.296703 -2.415282 -0.595308  0.388648
baz one  1.388280  0.261497  0.717756  0.407535
    two  0.379969 -0.592787  1.093628  0.082563
foo one  0.100581 -0.186784 -0.150018 -0.032548
    two  2.009603 -0.516111  0.801641  0.693063
qux one -0.194570  0.952694  0.913118  0.299275
    two  1.716092  0.465544  1.453519 -0.679434

In [36]: df.index
Out[36]: 
MultiIndex(levels=[[u'bar', u'baz', u'foo', u'qux'], [u'one', u'two']],
           labels=[[0, 0, 1, 1, 2, 2, 3, 3], [0, 1, 0, 1, 0, 1, 0, 1]])

In [37]: df.drop('two', level=1, axis=0,inplace=True)

In [38]: df
Out[38]: 
                0         1         2         3
bar one -0.236317  0.105585 -0.611251  0.016047
baz one  1.388280  0.261497  0.717756  0.407535
foo one  0.100581 -0.186784 -0.150018 -0.032548
qux one -0.194570  0.952694  0.913118  0.299275

In [39]: df.index
Out[39]: 
MultiIndex(levels=[[u'bar', u'baz', u'foo', u'qux'], [u'one', u'two']],
           labels=[[0, 1, 2, 3], [0, 0, 0, 0]])
```

I noticed this because when I then try to create a panel from from the dataframe I get:

``` python
In [40]: panel = df.to_panel()

In [41]: panel
Out[41]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 4 (items) x 4 (major_axis) x 2 (minor_axis)
Items axis: 0 to 3
Major_axis axis: bar to qux
Minor_axis axis: one to two
```

I also noticed this same behavior when I used query on a multiindex dataframe and then tried to create a panel from the result. Is there a way to get around having to drop extra array from the panel?
