ref pandas-dev#28294 added docs for MultiIndex.set_levels

rectify for failing tests

DOC: added docs for MultiIndex.set_levels (pandas-dev#28294)

Author: hweecat

doc/source/user_guide/advanced.rst

@@ -177,6 +177,32 @@ completely analogous way to selecting a column in a regular DataFrame:
 See :ref:`Cross-section with hierarchical index <advanced.xs>` for how to select
 on a deeper level.
 
+.. _advanced.set_levels:
+
+Set values in levels
+~~~~~~~~~~~~~~
+
+The method :meth:`~MultiIndex.set_levels` changes the ``levels`` attribute by
+passing a new value for each index in the level. It is assumed that a new value
+is provided for each code describing values in the level.
+For example:
+
+.. ipython:: python
+
+   df.columns   # original MultiIndex columns
+
+   df.columns.levels   # original MultiIndex column levels
+
+   df.columns.set_levels([1, 3, 5, 7], level=0)  # set new value for each index in column level 0
+
+   df.columns.set_levels([1, 3, 5, 7], level=0).levels  # modified index values in column level 0
+
+   df.columns.set_levels([1, 3, 5, 7], level=1)  # number of values passed > number of index values
+
+   df.columns.set_levels([1, 3, 5, 7], level=1).levels  # modified index values in column level 1
+
+
+
 .. _advanced.shown_levels:
 
 Defined levels