title: Converting a dict of dicts of lists into a multi index DataFrame
body: <p>I have a dictionary of dictionary of lists.
  And when I try to convert it using:</p>
  
  <pre><code>    pd.DataFrame.from_dict()
  </code></pre>
  
  <p>I obtain something like:</p>
  
  <pre><code>               1               2                 3                   4
      A    [A1a, A1b,..]   [A2a,A2b,A2c..]   [A3a,A3b,A3c...]
      B    [B1a,B1b,..]    [B2a,B2b,B2c..]     ......
      C
  </code></pre>
  
  <p>And what I would like is to add a second level in the columns.</p>
  
  <pre><code>                1                      2                      3       
            a     b     c         a      b      c        a      b      c
      A    A1a   A1b   A1c       A2a    A2b
      B    B1a   B1b
      C
  </code></pre>
  
  <p>All the lists are the same length. The index [a,b,c] has not been specified yet but is basically range(14).</p>
  
  <p>Do you have a trick to convert this kind of structure to a MultiIndex DF?</p>