title: Pandas MultiIndexing documentation gives IndexingError
body: <p>I am working through the pandas documentation on MultiIndexing at <a href="http://pandas.pydata.org/pandas-docs/stable/indexing.html" rel="nofollow">http://pandas.pydata.org/pandas-docs/stable/indexing.html</a>. </p>
  
  <p>In the section "Multiindexing using slicers", the below code works as expected. </p>
  
  <p>In [348]: </p>
  
  <pre><code>def mklbl(prefix,n):
      return ["%s%s" % (prefix,i)  for i in range(n)] 
  </code></pre>
  
  <p>In [349]: </p>
  
  <pre><code>miindex = MultiIndex.from_product([mklbl('A',4),mklbl('B',2),mklbl('C',4),mklbl('D',2)])
  </code></pre>
  
  <p>In [350]: </p>
  
  <pre><code>micolumns = MultiIndex.from_tuples([('a','foo'),('a','bar'),('b','foo'),('b','bah')],names=['lvl0', 'lvl1'])
  </code></pre>
  
  <p>However, running "In: [351]", </p>
  
  <pre><code>dfmi = DataFrame(np.arange(len(miindex)*len(micolumns)).reshape((len(miindex),len(micolumns))), index=miindex,columns=micolumns).sortlevel().sortlevel(axis=1) 
  </code></pre>
  
  <p>followed by </p>
  
  <pre><code>dfmi.loc[(slice('A1','A3'),slice(None), ['C1','C3']),:]
  </code></pre>
  
  <p>as per "In [353]" gives an <code>IndexingError: no slices here</code>. What is the issue and how can it be resolved?</p>