title: Pandas index title in line with column headers
body: <p>For my dataset I want to replace the automatic index with the first column in the dataframe and set the new index title inline with all the column names of the dataframe. </p>
  
  <p>Original dataset:</p>
  
  <pre><code>import numpy as np
  import pandas as pd
  df = pd.DataFrame(np.array([[1, 2, 3], [4, 5, 6]]),columns=['a','b','c'])
  df
  
    a b c 
  0 1 2 3
  1 4 5 6
  </code></pre>
  
  <p>Set the index as the first column:</p>
  
  <pre><code>df.set_index('a',inplace=True)
  df
  
    b c
  a 
  1 2 3
  4 5 6
  </code></pre>
  
  <p>However, now I am stuck on how to get the index title inline with the column headers. Below is the output I am looking for:</p>
  
  <pre><code>a b c
  1 2 3
  4 5 6
  </code></pre>