BUG: fix typo from b8aa22a

Author: jreback

pandas/core/internals.py

@@ -3364,6 +3364,7 @@ def set_axis(self, axis, value):
             raise ValueError('Length mismatch: Expected axis has %d elements, new values have %d elements'
                             % (len(cur_axis), len(value)))
 
+        self.axes[axis] = value
         self._shape = None
         self._block.set_ref_items(self.items, maybe_rename=True)