read_stata ignores `index` parameter
#### Code Sample, a copy-pastable example if possible


```python
import pandas as pd
import pandas.util.testing as tm

In [19]: df = tm.makeDataFrame()

In [20]: df.to_stata('foo.stata')

In [21]: pd.read_stata('foo.stata', index='index')
Out[21]:
         index         A         B         C         D
0   2wIkgwAbVm  0.310317 -0.753652 -0.509405 -0.309492
1   59guDFHo0l  0.404983 -0.098995 -0.330786 -0.548584
2   5sX3JbPQjk  0.520377  1.379943  2.375164  1.475831
3   UsF3izOnQy -1.413272  0.668192  0.859581 -0.646165
...
```

It should be like `read_stata('foo.stata').set_index('index')`

Side-note, I think elsewhere we use `index_col` instead of `index`.

#### Output of ``pd.show_versions()``

master
