DOC/PY3: DataFrame.groupby fails in docs examples
This is a follow-up on #5530 and the general Python 3 compat for docs issue. It is the first episode of my journey into the unknown Python-3-compat-for-doc-examples-land.

While some errors should be rather easy to fix (e.g. `xrange`) I just stumbled upon this one (`doc/source/comparison_with_r.rst` line 54) which fails under Python 3:

``` python
import pandas as pd
import numpy as np
options.display.max_rows=15
from pandas import DataFrame

df = DataFrame({
   'v1': [1,3,5,7,8,3,5,np.nan,4,5,7,9],
   'v2': [11,33,55,77,88,33,55,np.nan,44,55,77,99],
   'by1': ["red", "blue", 1, 2, np.nan, "big", 1, 2, "red", 1, np.nan, 12],
   'by2': ["wet", "dry", 99, 95, np.nan, "damp", 95, 99, "red", 99, np.nan,
           np.nan]
   })

g = df.groupby(['by1','by2'])
g[['v1','v2']].mean()
```

``` python
TypeError: unorderable types: str() > int()
```

Is the usage wrong here or is it a bug?
