title: Pandas: Dataframe to Panel error: NotImplementedError: Only 2-level MultiIndex are supported
body: <p>I am having trouble sending my data frame <code>to_Panel</code>. I'm performing preliminary operations on the data beforehand and am concerned that these may be contributing to the problem.  </p>
  
  <pre><code>merge.head()
  
        date     catcode  type    di  cid     feccandid   amount  disposition     bills
  0   2005-12-31  G1100   24K     D   N00004045   H2MI11042   1500    support     1
  1   2005-12-31  L1100   24K     D   N00004045   H2MI11042   8000    support     1
  2   2005-12-31  L1100   24K     D   N00004155   H2MI02066   1000    oppose  1
  3   2005-12-31  T1200   24K     D   N00004166   H4MI03045   3000    support     1
  </code></pre>
  
  <p>Then I form a <code>pivot_table</code></p>
  
  <pre><code>mm = merge.pivot_table(index=['date', 'feccandid', 'disposition', \
  'bills', 'cid', 'di', 'type'], columns='catcode',values='amount', \
                         fill_value=0)
  
                                                              catcode     A0000   A1000   A1100   A1200   A1300   A1400   A1500   A1600   A2000   A2300   ...     T9100   T9400   X3700   X4000   X4100   X4110   X5000   X7000   Y0000   Z5200
  date       feccandid    disposition     bills       cid     di  type                                                                                    
  2005-12-31  H2MI02066   oppose             1    N00004155   D   24K     0   0   0   0   0   0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
              H2MI11042   support            1    N00004045   D   24K     0   0   0   0   0   0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
              H4MI03045   support            1    N00004166   D   24K     0   0   0   0   0   0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
  
  3 rows × 315 columns
  </code></pre>
  
  <p>I then reset the index:</p>
  
  <pre><code>mm = mm.reset_index()
  mm.head()
  
  catcode     date    feccandid   disposition     bills   cid     di  type    A0000   A1000   A1100   ...     T9100   T9400   X3700   X4000   X4100   X4110   X5000   X7000   Y0000   Z5200
  0        2005-12-31 H2MI02066     oppose        1   N00004155   D   24K     0   0   0   ...     0   0   0   0   0   0   0   0   0   0
  1        2005-12-31 H2MI11042     support       1   N00004045   D   24K     0   0   0   ...     0   0   0   0   0   0   0   0   0   0
  2        2005-12-31 H4MI03045     support       1   N00004166   D   24K     0   0   0   ...     0   0   0   0   0   0   0   0   0   0
  </code></pre>
  
  <p>I then send to csv:</p>
  
  <pre><code>mm.to_csv('i.test', index=False)    
  </code></pre>
  
  <p>Read from csv:</p>
  
  <pre><code>hh = pd.read_csv('i.test')
  </code></pre>
  
  <p>Set index:</p>
  
  <pre><code>hh.set_index(['date', 'feccandid']).head(3)
                      disposition    bills    cid     di     type     A0000   A1000   A1100   A1200   A1300   ...     T9100   T9400   X3700   X4000   X4100   X4110   X5000   X7000   Y0000   Z5200
  date        feccandid                                                                                   
  2005-12-31  H2MI02066   oppose        1   N00004155     D   24K     0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
              H2MI11042   support       1   N00004045     D   24K     0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
              H4MI03045   support       1   N00004166     D   24K     0   0   0   0   0   ...     0   0   0   0   0   0   0   0   0   0
  </code></pre>
  
  <p>To panel:</p>
  
  <pre><code>hh.to_panel()
  
  ---------------------------------------------------------------------------
  NotImplementedError                       Traceback (most recent call last)
  &lt;ipython-input-86-9358192e71a3&gt; in &lt;module&gt;()
  ----&gt; 1 hh.to_panel()
  
  /home/jayaramdas/anaconda3/lib/python3.5/site-packages/pandas/core/frame.py in to_panel(self)
     1210         if (not isinstance(self.index, MultiIndex) or  # pragma: no cover
     1211                 len(self.index.levels) != 2):
  -&gt; 1212             raise NotImplementedError('Only 2-level MultiIndex are supported.')
     1213 
     1214         if not self.index.is_unique:
  
  NotImplementedError: Only 2-level MultiIndex are supported.
  </code></pre>
  
  <p>Any ideas, question, or critiques?</p>