Using .assign() with MultiIndexed Columns
Is it possible to use the `.assign()` function/method to replace or create a column (with multiple levels) in a MultiIndexed column?

It is possible to create a column with a single level (level=0) but not with multiple levels.

For more details I have raised this [question](http://stackoverflow.com/questions/43918488/how-use-the-pandas-assign-method-chain-on-a-multiindex-column?noredirect=1#comment74937651_43918488) on Stack Overflow.