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The pd.MultiIndex constructor better use the codes parameter instead of labels to specify the levels and labels for a MultiIndex object. and it should work as expected without any errors.
I think that in the paragraph on Explicit MultiIndex constructors che code:
pd.MultiIndex(levels=[['a', 'b'], [1, 2]],
labels=[[0, 0, 1, 1], [0, 1, 0, 1]])
should be replaced with:
pd.MultiIndex(levels=[['a', 'b'], [1, 2]],
codes=[[0, 0, 1, 1], [0, 1, 0, 1]])
Could you please check. It worked on my computer with codes, but I got the error message:
pd.MultiIndes.new() got an unexpected keywor argument for "labels"
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