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multi index - Pandas: add a column to a multiindex column dataframe

I would like to add a column to the second level of a multiindex column dataframe.

In [151]: df
Out[151]: 
first        bar                 baz           
second       one       two       one       two 
A       0.487880 -0.487661 -1.030176  0.100813 
B       0.267913  1.918923  0.132791  0.178503
C       1.550526 -0.312235 -1.177689 -0.081596 

The usual trick of direct assignment does not work:

In [152]: df['bar']['three'] = [0, 1, 2]

In [153]: df
Out[153]: 
first        bar                 baz           
second       one       two       one       two 
A       0.487880 -0.487661 -1.030176  0.100813
B       0.267913  1.918923  0.132791  0.178503
C       1.550526 -0.312235 -1.177689 -0.081596

How can I add the third row to under "bar"?

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It's actually pretty simple (FWIW, I originally thought to do it your way):

df['bar', 'three'] = [0, 1, 2]
df = df.sort_index(axis=1)
print(df)

        bar                        baz          
        one       two  three       one       two
A -0.212901  0.503615      0 -1.660945  0.446778
B -0.803926 -0.417570      1 -0.336827  0.989343
C  3.400885 -0.214245      2  0.895745  1.011671

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