title: Data structure to provide to DataFrame with MultiIndex
body: <p>I added some headers with MultiIndex but the data structure to provide to DataFrame changed. In fact, I used to use a dictionary of lists but it's not working now.</p>
  <p>This is my code:</p>
  <pre><code>data_1 = {'a': ['d', 'd', 'd'], 
            'b': ['4', 'f', '4'], 
            'c': ['f', 't', 't'], 
            'd': ['38', 'B24t', 'dod']
  }
  col = pd.MultiIndex.from_arrays([['one', 'one', 'one', 'two'], 
                                   ['a', 'b', 'c', 'd']]
  )
  data = pd.DataFrame(data_1, columns=col)
  </code></pre>
  <p>But the columns' values are empty: <br/><a href="https://i.stack.imgur.com/yYFeM.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/yYFeM.jpg" alt="enter image description here" /></a></p>
  <p>This is what I am trying to do: <br/><a href="https://i.stack.imgur.com/dWLCC.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/dWLCC.jpg" alt="enter image description here" /></a></p>