Geography      Age group     2016
0  Toronto          All          1525
1  Toronto           1~7          5
2  Toronto           7~20          7
3  Toronto           20~40        500
4  Vancouver       All           3000
5  Vancouver       1~7            10
6  Vancouver       7~20          565
7  Vancouver       20~40         564
.
.
.
NOTE: This is just an example. my dataframe contains different numbers
I want to create multi-index where first index is by Geography and second is by age group.
Also is it possible to groupby w/o performing any functions at the end?
Output should be:
   Geography   Age group   2016
0  Toronto       All       1525
1                1~7         5
2                7~20        7
3                20~40      500
4  Vancouver     All       3000
5                1~7         10
6                7~20       565
7                20~40      564
.
.
