title: how to merge mulitple dataframes to one multiindex dataframe where each of merged dataframes becomes 2nd level column
body: <p>What I'd like to achieve (without too much shuffling around) is to merge 3 different dataframes, each with same columns and indexes, but each representing different category.</p>
  
  <p>df1</p>
  
  <pre><code>                                    Children    Movie enthusiast
  household       
  06f32e6e45da385834dac983256d59f3    0.086158    NaN
  0d1974107c6731989c762e96def73568    0.120285    0.187764
  0fd4f3b4adf43682f08e693a905b7432    0.400000    0.114686
  11e0057cdc8b8e1b1cdabfa8a092ea5f    NaN         0.140000
  120549af6977623bd01d77135a91a523    0.335238    0.192578
  </code></pre>
  
  <p>df2</p>
  
  <pre><code>                                    Children    Movie enthusiast
  household       
  06f32e6e45da385834dac983256d59f3    1.0         0.0
  0d1974107c6731989c762e96def73568    4.0         11.0
  0fd4f3b4adf43682f08e693a905b7432    1.0         5.0
  11e0057cdc8b8e1b1cdabfa8a092ea5f    0.0         2.0
  120549af6977623bd01d77135a91a523    7.0         9.0
  </code></pre>
  
  <p>df3</p>
  
  <pre><code>                                    Children    Movie enthusiast
  household       
  06f32e6e45da385834dac983256d59f3    nan         nan
  0d1974107c6731989c762e96def73568    0.138       0.037
  0fd4f3b4adf43682f08e693a905b7432    nan         0.025
  11e0057cdc8b8e1b1cdabfa8a092ea5f    nan         0.153
  120549af6977623bd01d77135a91a523    0.091       0.021
  </code></pre>
  
  <p>df_merged (filled by hand so not all values are present, but you get the idea)</p>
  
  <pre><code>                                    Children                Movie enthusiast
                                      df1      df2    df3     df1      df2    df3
  household                       
  06f32e6e45da385834dac983256d59f3    0.086158 1      NaN     NaN      NaN    NaN
  0d1974107c6731989c762e96def73568    0.120285 4      0.138   0.187764 NaN    NaN
  0fd4f3b4adf43682f08e693a905b7432    0.400000 1      NaN     0.114686 NaN    NaN
  11e0057cdc8b8e1b1cdabfa8a092ea5f    NaN      0      NaN     0.140000 NaN    NaN
  120549af6977623bd01d77135a91a523    0.335238 7      0.091   0.192578 NaN    NaN
  </code></pre>