title: Pandas Dataframe Multiindex Merge
body: <p>I wanted to ask a questions regarding merging multiindex dataframe in pandas, here is a hypothetical scenario:</p>
  <pre class="lang-py prettyprint-override"><code>arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
            ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
  tuples = list(zip(*arrays))
  index1 = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
  index2 = pd.MultiIndex.from_tuples(tuples, names=['third', 'fourth'])
  
  s1 = pd.DataFrame(np.random.randn(8), index=index1, columns=['s1'])
  s2 = pd.DataFrame(np.random.randn(8), index=index2, columns=['s2'])
  </code></pre>
  <p>Then either</p>
  <pre class="lang-py prettyprint-override"><code>s1.merge(s2, how='left', left_index=True, right_index=True)
  </code></pre>
  <p>or</p>
  <pre class="lang-py prettyprint-override"><code>s1.merge(s2, how='left', left_on=['first', 'second'], right_on=['third', 'fourth'])
  </code></pre>
  <p>will result in error.</p>
  <p>Do I have to do <code>reset_index()</code> on either <code>s1</code>/<code>s2</code> to make this work?</p>