title: Read multi-index on the columns from csv file
body: <p>I have a .csv file that looks like this:</p>
  
  <pre><code>Male, Male, Male, Female, Female
  R, R, L, R, R
  .86, .67, .88, .78, .81
  </code></pre>
  
  <p>I want to read that into a df, so that I have:</p>
  
  <pre><code>    Male        Female
      R       L   R
  0   .86 .67 .88 .78 .81
  </code></pre>
  
  <p>I did:</p>
  
  <pre><code>df = pd.read_csv('file.csv', header=[0,1])
  </code></pre>
  
  <p>But <code>headers</code> does not cut it. Which results in</p>
  
  <pre><code>Empty DataFrame
  Columns: [(Male, R), (Male, R), (Male, L), (Female, R), (Female, R)]
  Index: []
  </code></pre>
  
  <p>Yet, the docs on headers says:</p>
  
  <pre><code>(...)Can be a list of integers that specify row
  locations for a multi-index on the columns E.g. [0,1,3]
  </code></pre>
  
  <p>What am I doing wrong? How can I possibly make it work? </p>