I am creating a new pandas dataframe from a previous dataframe using the .groupby and .size methods. 
[in] results = df.groupby(["X", "Y", "Z", "F"]).size()
[out]
    9   27/02/2016  1   N   326
    9   27/02/2016  1   S   332
    9   27/02/2016  2   N   280
    9   27/02/2016  2   S   353
    9   27/02/2016  3   N   177
This behaves as expected, however the result is a dataframe with no column headers.
This SO question states that the following adds column names to the generated dataframe
[in] results.columns = ["X","Y","Z","F","Count"]
However, this does not seem to have any impact at all.
[out]
        9   27/02/2016  1   N   326
        9   27/02/2016  1   S   332
        9   27/02/2016  2   N   280
        9   27/02/2016  2   S   353
        9   27/02/2016  3   N   177
 
     
     
    