title: Iteratively add to pandas panel
body: <p>I need to iteratively add dataframes to a panel since the data is too large to be held in memory.</p>
  
  <p>A sample code reads like this:</p>
  
  <pre><code>import pandas as pd
  import numpy as np
  pd.set_option('io.hdf.default_format','table')
  store = pd.HDFStore('testA.h5')
  
  base = pd.DataFrame(np.random.rand(3,3), columns=['a','b','c'])
  store['A'] = pd.Panel({0:base})
  store['A'][1] = base
  print store['A'][1]
  </code></pre>
  
  <p>This gives the error <code>KeyError: u'no item named 1'</code>. So the second dataframe has not been added!!!</p>
  
  <p>Why is this?</p>