0.16.2 : IndexError: index out of bounds
Hi, i am use 0.16.2. I got the "IndexError: index out of bounds", the script is:

``` python
import pandas as pd

def test():
    names = ['openid', 'clientid', 'roleid', 'rolename', 'school', 'IP', 'snid', 'rolelogin_time', 'amount', 'val', 'consume_sum', 'own_after', 'first_payment_time', 'last_payment_time', 'last_login_time', 'first_pay_level', 'level', 'vip_level']
    df = pd.read_csv("2016-04-29.csv", names=names)
    df_role = df.set_index(["openid", "clientid"], drop=False)
    clientid_role = df_role.groupby("clientid").openid.nunique()

test()
```

here is the output:

```
Traceback (most recent call last):
  File "test.py", line 11, in <module>
    test()
  File "test.py", line 7, in test
    clientid_role = df_role.groupby("clientid").openid.nunique()
  File "<string>", line 18, in nunique
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 514, in __getattr__
    if attr in self.obj:
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/generic.py", line 704, in __contains__
    return key in self._info_axis
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/index.py", line 4521, in __contains__
    self.get_loc(key)
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/index.py", line 5055, in get_loc
    loc = self._get_level_indexer(key, level=0)
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/index.py", line 5291, in _get_level_indexer
    loc = level_index.get_loc(key)
  File "/root/anaconda/lib/python2.7/site-packages/pandas/core/index.py", line 1572, in get_loc
    return self._engine.get_loc(_values_from_object(key))
  File "pandas/index.pyx", line 134, in pandas.index.IndexEngine.get_loc (pandas/index.c:3824)
  File "pandas/index.pyx", line 143, in pandas.index.IndexEngine.get_loc (pandas/index.c:3578)
  File "pandas/src/util.pxd", line 41, in util.get_value_at (pandas/index.c:15287)
IndexError: index out of bounds
```

2016-04-29.csv is almost 760M, the code and csv can clone from [https://github.com/Skycrab/pandas_test](https://github.com/Skycrab/pandas_test)

see also [https://github.com/pydata/pandas/issues/5727](https://github.com/pydata/pandas/issues/5727)
#### output of `pd.show_versions()`

`In [4]: pd.show_versions()
## INSTALLED VERSIONS

commit: None
python: 2.7.10.final.0
python-bits: 64
OS: Linux
OS-release: 2.6.32-431.el6.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.16.2
nose: 1.3.7
Cython: 0.22.1
numpy: 1.9.2
scipy: 0.15.1
statsmodels: 0.6.1
IPython: 3.2.0
sphinx: 1.3.1
patsy: 0.3.0
dateutil: 2.4.2
pytz: 2015.4
bottleneck: 1.0.0
tables: 3.2.0
numexpr: 2.4.3
matplotlib: 1.4.3
openpyxl: 1.8.5
xlrd: 0.9.3
xlwt: 1.0.0
xlsxwriter: 0.7.3
lxml: 3.4.4
bs4: 4.3.2
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.5
pymysql: None
psycopg2: None`
