title: Turn Columns into multi level index pandas
body: <p>I have a DataFrame with lots of columns. I want the first column to be my first index the 5th column to be my 2nd level index and my 15th column to be my third level index. How may I do so? Please do forgive me for not supplying you with this DataFrame as it is long. </p>
  
  <p>In other words, suppose I have the following code</p>
  
  <pre><code>arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
     ...:           ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
  tuples = list(zip(*arrays))
  index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
  s = pd.DataFrame(np.random.randn(8, 4), index=arrays)
  s1=s.reset_index(drop=0)
  s1
  </code></pre>
  
  <p>How might I turn <code>s1</code> to <code>s</code>?</p>