title: Creating DataFrame with Hierarchical Columns
body: <p>What is the easiest way to create a <code>DataFrame</code> with hierarchical columns?</p>
  
  <p>I am currently creating a DataFrame from a dict of names -> <code>Series</code> using:</p>
  
  <p><code>df = pd.DataFrame(data=serieses)</code></p>
  
  <p>I would like to use the same columns names but add an additional level of hierarchy on the columns. For the time being I want the additional level to have the same value for columns, let's say "Estimates".</p>
  
  <p>I am trying the following but that does not seem to work:</p>
  
  <p><code>pd.DataFrame(data=serieses,columns=pd.MultiIndex.from_tuples([(x, "Estimates") for x in serieses.keys()]))</code></p>
  
  <p>All I get is a DataFrame with all NaNs.</p>
  
  <p>For example, what I am looking for is roughly:</p>
  
  <pre><code>l1               Estimates    
  l2  one  two  one  two  one  two  one  two
  r1   1    2    3    4    5    6    7    8
  r2   1.1  2    3    4    5    6    71   8.2
  </code></pre>
  
  <p>where l1 and l2 are the labels for the MultiIndex</p>