title: Can't set index of a pandas data frame - getting "KeyError"
body: <p>I generate a data frame that looks like this (<code>summaryDF</code>):</p>
  
  <pre><code>   accuracy        f1  precision    recall
  0     0.494  0.722433   0.722433  0.722433
  0     0.290  0.826087   0.826087  0.826087
  0     0.274  0.629630   0.629630  0.629630
  0     0.278  0.628571   0.628571  0.628571
  0     0.288  0.718750   0.718750  0.718750
  0     0.740  0.740000   0.740000  0.740000
  0     0.698  0.765133   0.765133  0.765133
  0     0.582  0.778547   0.778547  0.778547
  0     0.682  0.748235   0.748235  0.748235
  0     0.574  0.767918   0.767918  0.767918
  0     0.398  0.711656   0.711656  0.711656
  0     0.530  0.780083   0.780083  0.780083
  </code></pre>
  
  <p>Because I know what each row in this should be, I then am using this code to set the names of each row (these aren't the actual row names but just for argument's sake). </p>
  
  <pre><code>summaryDF = summaryDF.set_index(['A','B','C', 'D','E','F','G','H','I','J','K','L'])
  </code></pre>
  
  <p>However, I am getting:</p>
  
  <pre><code>level = frame[col].values
    File "/Users/me/anaconda/lib/python2.7/site-packages/pandas/core/frame.py", line 1797, in __getitem__
      return self._getitem_column(key)
    File "/Users/me/anaconda/lib/python2.7/site-packages/pandas/core/frame.py", line 1804, in _getitem_column
      return self._get_item_cache(key)
    File "/Users/me/anaconda/lib/python2.7/site-packages/pandas/core/generic.py", line 1084, in _get_item_cache
      values = self._data.get(item)
    File "/Users/me/anaconda/lib/python2.7/site-packages/pandas/core/internals.py", line 2851, in get
      loc = self.items.get_loc(item)
    File "/Users/me/anaconda/lib/python2.7/site-packages/pandas/core/index.py", line 1572, in get_loc
      return self._engine.get_loc(_values_from_object(key))
    File "pandas/index.pyx", line 134, in pandas.index.IndexEngine.get_loc (pandas/index.c:3824)
    File "pandas/index.pyx", line 154, in pandas.index.IndexEngine.get_loc (pandas/index.c:3704)
    File "pandas/hashtable.pyx", line 686, in pandas.hashtable.PyObjectHashTable.get_item (pandas/hashtable.c:12280)
    File "pandas/hashtable.pyx", line 694, in pandas.hashtable.PyObjectHashTable.get_item (pandas/hashtable.c:12231)
  KeyError: 'A'
  </code></pre>
  
  <p>I have no idea what I am doing wrong and have researched far and wide. Any ideas?</p>