Inconsistent index specification with hierarchical indexing should generate error upon creation
The following code

```
import numpy as np
import pandas as pd
hor= [str(k) for k in range(3)]
columns=[ 'A','B','C', 'D' ]
ind1=np.repeat(hor, len(columns))
ind2=np.tile(columns,4)
df=pd.DataFrame(index=[ind1,ind2],columns=columns)        
print(df)
print(df.xs('A',level=1))
```

generates an error when trying to trying to slice the dataframe. The slicing syntax is correct, but the issue appears because the dataframe is invalid:
len(ind1)= 12 and len(ind2)=16.
I think an error should be generated upon creation of the dataframe.
