title: convert single index pandas data frame to multi-index
body: <p>I have a data frame with following structure:</p>
  
  <pre><code>df.columns
  Index(['first_post_date', 'followers_count', 'friends_count',
         'last_post_date','min_retweet', 'retweet_count', 'screen_name',
         'tweet_count',  'tweet_with_max_retweet', 'tweets', 'uid'],
          dtype='object')
  </code></pre>
  
  <p>Inside the <em>tweets</em> series, each cell is another data frame containing all the <em>tweets</em> of an user.</p>
  
  <pre><code>df.tweets[0].columns
  Index(['created_at', 'id', 'retweet_count', 'text'], dtype='object')
  </code></pre>
  
  <p>I want to convert this data frame to a multi-index frame, essentially by breaking the cell containing tweets. One index will be the <em>uid</em>, and another will be the <em>id</em> inside <em>tweet</em>.</p>
  
  <p>How can I do that?</p>
  
  <p><a href="https://www.dropbox.com/s/9uaki7ks6gv01ie/sample.json?dl=0" rel="nofollow noreferrer">link to sample data</a></p>