groupby.rank(): unexpected behavior with object type column
#### Code Sample

```python
df = pd.DataFrame({'A':['a','b']})
df['B'] = None
df.groupby('A').B.rank(method='first') # works
df.B[0] = 1
df.groupby('A').B.rank(method='first') # ValueError!
df.B = df.B.astype(float)
df.groupby('A').B.rank(method='first') # works again
```
#### Problem description
The inconsistent behavior of `groupby.rank(method='first')`. It works in all three cases in the above if the method keyword 'first' is dropped.

#### Expected Output

#### Output of ``pd.show_versions()``

<details>
# Paste the output here pd.show_versions() here
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 94 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.20.1
pytest: 3.0.7
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
xarray: None
IPython: 5.3.0
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.2.2
numexpr: 2.6.2
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.7
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.999
sqlalchemy: 1.1.10
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: None
pandas_datareader: None
</details>
