Trouble with NaNs: set_index().reset_index() corrupts data
In the following code, my data are corrupted by the sequence set_index().reset_index(). The value of "QC" is actually changed to 1 from NaN where it should be NaN.

Btw, for symmetry I added the ".reset_index()", but the data corruption is introduced by set_index.

This problem exists in both version '0.10.1' and '0.11.0'

```
    bug=pd.DataFrame({'PRuid': {17: 'nonQC', 18: 'nonQC', 19: 'nonQC', 20: '10', 21: '11', 22: '12', 23: '13', 24: '24', 25: '35', 26: '46', 27: '47', 28: '48', 29: '59', 30: '10'}, 'QC': {17: 0.0, 18: 0.0, 19: 0.0, 20: nan, 21: nan, 22: nan, 23: nan, 24: 1.0, 25: nan, 26: nan, 27: nan, 28: nan, 29: nan, 30: nan}, 'data': {17: 7.9544899999999998, 18: 8.0142609999999994, 19: 7.8591520000000008, 20: 0.86140349999999999, 21: 0.87853110000000001, 22: 0.8427041999999999, 23: 0.78587700000000005, 24: 0.73062459999999996, 25: 0.81668560000000001, 26: 0.81927080000000008, 27: 0.80705009999999999, 28: 0.81440240000000008, 29: 0.80140849999999997, 30: 0.81307740000000006}, 'year': {17: 2006, 18: 2007, 19: 2008, 20: 1985, 21: 1985, 22: 1985, 23: 1985, 24: 1985, 25: 1985, 26: 1985, 27: 1985, 28: 1985, 29: 1985, 30: 1986}})
    print bug
    #print bug.set_index(['year','PRuid','QC'])
    print bug.set_index(['year','PRuid','QC']).reset_index()
```
