title: dictionary of dictionary key to multi index
body: <p>I have a nested dictionary object i want to convert to multiindex data frame, how can I achieve it.</p>
  
  <p>E.g. </p>
  
  <pre><code>t['a'] = dict()
  t['b'] = dict()
  t['a']['1'] = pd.DataFrame([ [1.0,2.0],[3.0,4.0] ])
  t['a']['2'] = pd.DataFrame([ [5.0,6.0],[7.0,8.0] ])
  t['b']['1'] = pd.DataFrame([ [1.0,2.0],[3.0,4.0] ])
  t['b']['2'] = pd.DataFrame([ [5.0,6.0],[7.0,8.0] ])
  </code></pre>
  
  <p>so I want to convert to one data frame with index like</p>
  
  <pre><code>a
     1        0      1  
        0    1.0    2.0 
        1    3.0    4.0
     2  
        0    5.0    6.0
        1    7.0    8.0
  b
     1
        0    1.0    2.0
        1    3.0    4.0
     2
        0    5.0    6.0
        1    7.0    8.0
  </code></pre>
  
  <p>I think I can use <code>MultiIndex(levels=[ ['a','b'], [1,2] ])</code> but I don't know how to construct labels. I also don't know how to pass in dict values as data array.</p>