title: pandas dataframe.drop(col,axis=1) does not drop column from column.levels in multiindex dataframe
body: <p>I have a multiindex dataframe from which I am dropping columns using df.drop(col,axis=1). Then, I am looking through column.levels[0] and doing some operations on all the columns. However, when I try to do this, pandas looks for the removed column since it is not removed from column.levels. Is this a bug? Is there a WAR?</p>
  
  <p>Here is the df I am working with:</p>
  
  <pre><code>                ^GSPC         PF
              Adj Close  Adj Close
  Date                            
  2013-04-22    1562.50    4023.45
  2013-04-23    1578.78    4099.20
  2013-04-24    1578.79    4094.70
  2013-04-25    1585.16    4124.25
  2013-04-26    1582.24    4211.65
  2013-04-29    1593.61    4340.75
  2013-04-30    1597.57    4467.55
  2013-05-01    1582.70    4432.25
  2013-05-02    1597.59    4494.95
  2013-05-03    1614.42    4539.55
  2013-05-06    1617.50    4645.95
  2013-05-07    1625.96    4624.65
  2013-05-08    1632.69    4677.40
  2013-05-09    1626.67    4637.25
  2013-05-10    1633.70    4602.40
  2013-05-13    1633.77    4618.60
  2013-05-14    1650.34    4510.85
  2013-05-15    1658.78    4362.00
  2013-05-16    1650.47    4418.95
  2013-05-17    1667.47    4406.95
  2013-05-20    1666.29    4503.50
  2013-05-21    1669.16    4471.20
  </code></pre>
  
  <p>Here is how I am dropping the columns:</p>
  
  <pre><code>data = data.drop(stock.ticker,axis=1,level=0)
  </code></pre>
  
  <p>Here is where the issue is:</p>
  
  <pre><code>&gt;&gt;&gt; print data.columns
  MultiIndex
  [(^GSPC, Adj Close), (PF, Adj Close)]
  &gt;&gt;&gt; print data.columns.labels
  [array([2, 3]), array([0, 0])]
  &gt;&gt;&gt; print data.columns.levels
  [Index([nvda, aapl, ^GSPC, PF], dtype=object), Index([Adj Close], dtype=object)]
  </code></pre>
  
  <p>Adding method used to generate DF as requested in the comment:
  tickers is a list of stock ticker strings.
  stock is an object that has a ticker property among others.
  portfolio is an object that is a collection of stocks.</p>
  
  <pre><code>data = getdata.get_history(tickers,dt.today()-relativedelta(months=months))
  data = data.drop(['Open','High','Low','Close','Volume'],axis=1)
  data = data.unstack(0).swaplevel(0,1,axis=1).sortlevel(0,axis=1)
  data['PF','Adj Close'] = np.zeros(len(data))
  for stock in portfolio.getStocksInPortfolio():
    data['PF','Adj Close'] += data[stock.ticker,'Adj Close'] * stock.getSharesOwned()
    data = data.drop(stock.ticker,axis=1,level=0)
  </code></pre>