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Showing content from https://github.com/pandas-dev/pandas/issues/9794 below:

raise on mutli-index columns as its not implemented in to_excel · Issue #9794 · pandas-dev/pandas · GitHub

Try to the following code, and you will find column labels mismatched with the data in the Excel file :

cols = pd.MultiIndex.from_tuples([('site',''),('2014','height'),('2014','weight')])
df = pd.DataFrame(np.random.randn(10,3), columns=cols)
df.to_excel('test.xlsx', index=False)

I am using pandas v0.16.0.


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