Fixes pydata#3206

Example usage:

    In [3]: import pandas as pd
       ...: import numpy as np
       ...: import xarray
       ...: df = pd.DataFrame({
       ...:     'w': range(10),
       ...:     'x': list('abcdefghij'),
       ...:     'y': np.arange(0, 100, 10),
       ...:     'z': np.ones(10),
       ...: }).set_index(['w', 'x', 'y'])
       ...:

    In [4]: ds = xarray.Dataset.from_dataframe(df, sparse=True)

    In [5]: ds.z.data
    Out[5]: <COO: shape=(10, 10, 10), dtype=float64, nnz=10, fill_value=nan>