title: Concatenate dataframes with multi-index in pandas dataframe
body: <p>I have two dataframes <code>df1</code> and <code>df2</code>:</p>
  
  <pre><code>In [56]: df1.head()
  Out[56]: 
                       col7                col8                col9          
                     alpha0        D0    alpha0        D0    alpha0        D0
  F35_HC_531d.dat  1.103999  1.103999  1.364399  1.358938  3.171808  1.946894
  F35_HC_532d.dat  0.000000  0.000000  1.636934  1.635594  4.359431  2.362530
  F35_HC_533d.dat  0.826599  0.826599  1.463956  1.390134  3.860629  2.199387
  F35_HC_534d.dat  1.055350  1.020555  3.112200  2.498257  3.394307  2.090668
  F52_HC_472d.dat  3.808008  2.912733  3.594062  2.336720  3.027449  2.216112
  
  In [62]: df2.head()
  Out[62]: 
                     col7           col8              col9       
                   alpha1 alpha2  alpha1    alpha2  alpha1 alpha2
  filename                                                       
  F35_HC_532d.dat  1.0850  2.413  0.7914  6.072000  0.8418  5.328
  M48_HC_551d.dat  0.7029  4.713  0.7309  2.922000  0.7823  3.546
  M24_HC_458d.dat  0.7207  5.850  0.6772  5.699000  0.7135  5.620
  M48_HC_552d.dat  0.7179  4.783  0.6481  4.131999  0.7010  3.408
  M40_HC_506d.dat  0.7602  2.912  0.8420  5.690000  0.8354  1.910
  </code></pre>
  
  <p>I want to concat these two dataframes. Notice that the outer column names are same for both so I only want to see 4 sub-columns in a new dataframe. I tried using concat as: </p>
  
  <pre><code>df = pd.concat([df1, df2], axis = 1, levels = 0)
  </code></pre>
  
  <p>But this produces a dataframe with columns named from <code>col7</code> to <code>col9</code> twice (so the dataframe has 6 outer columns). How can I put all the columns in level 1 under same outer column names? </p>