DOC: fix double Returns section in set_index docstring (pandas-dev#23948)

Author: jorisvandenbossche

pandas/core/frame.py

@@ -3971,10 +3971,6 @@ def set_index(self, keys, drop=True, append=False, inplace=False,
         DataFrame.reindex : Change to new indices or expand indices.
         DataFrame.reindex_like : Change to same indices as other DataFrame.
 
-        Returns
-        -------
-        DataFrame
-
         Examples
         --------
         >>> df = pd.DataFrame({'month': [1, 4, 7, 10],