address issue pandas-dev#16147

Author: leej3

pandas/core/indexes/multi.py

@@ -229,16 +229,25 @@ def set_levels(self, levels, level=None, inplace=False,
                    labels=[[0, 0, 1, 1], [0, 1, 0, 1]],
                    names=[u'foo', u'bar'])
         """
-        if level is not None and not is_list_like(level):
+
+        if not (level is None or is_list_like(level)):
+            # level is a scalar
+            levels_error = ("`levels` and `level` are incompatible. "
+                            "When `level` is a scalar, `levels` must be a "
+                            " list-like object of scalars.")
             if not is_list_like(levels):
-                raise TypeError("Levels must be list-like")
-            if is_list_like(levels[0]):
-                raise TypeError("Levels must be list-like")
+                raise TypeError(levels_error)
+            if any(is_list_like(x) for x in levels):
+                raise TypeError(levels_error)
             level = [level]
             levels = [levels]
         elif level is None or is_list_like(level):
-            if not is_list_like(levels) or not is_list_like(levels[0]):
-                raise TypeError("Levels must be list of lists-like")
+            # level is a sequence of scalars
+            levels_error = ("`levels` and `level` are incompatible. "
+                            "When `level` is list-like, `levels` must be a "
+                            "list-like object containing list-like objects")
+            if not (is_list_like(levels) and all(is_list_like(x) for x in levels)):
+                raise TypeError(levels_error)
 
         if inplace:
             idx = self