BUG: Multi grouper containing a categorical not dropped from index when using groupby with as_index=False
Hello,

The following example definitely seems like a bug. The grouper is not dropped from the index of the resulting DataFrame, even when `as_index = False`.

Actually, even the aggregation step completely fails, so there may be more to it, as shown in this example.

``` python
import pandas as pd
d = {'foo': [10, 8, 4, 8, 4, 1, 1], 'bar': [10, 20, 30, 40, 50, 60, 70],
     'baz': ['d', 'c', 'e', 'a', 'a', 'd', 'c']}
df = pd.DataFrame(d)
cat = pd.cut(df['foo'], np.linspace(0, 10, 3))
df['range'] = cat
groups = df.groupby(['range', 'baz'], as_index=False)
result = groups.agg('mean')
```

``` python
result
```

|  |  | range | baz | bar | foo |
| --- | --- | --- | --- | --- | --- |
| range | baz |  |  |  |  |
| (0, 5] | a | NaN | NaN | NaN | NaN |
|  | c | NaN | NaN | NaN | NaN |
|  | d | NaN | NaN | NaN | NaN |
|  | e | NaN | NaN | NaN | NaN |
| (5, 10] | a | NaN | NaN | NaN | NaN |
|  | c | NaN | NaN | NaN | NaN |
|  | d | NaN | NaN | NaN | NaN |
|  | e | NaN | NaN | NaN | NaN |

Compare to the expected result:

``` python
groups2 = df.groupby(['range', 'baz'], as_index=True)
expected = groups2.agg('mean').reset_index()
```

``` python
expected
```

|  | range | baz | bar | foo |
| --- | --- | --- | --- | --- |
| 0 | (0, 5] | a | 50 | 4 |
| 1 | (0, 5] | c | 70 | 1 |
| 2 | (0, 5] | d | 60 | 1 |
| 3 | (0, 5] | e | 30 | 4 |
| 4 | (5, 10] | a | 40 | 8 |
| 5 | (5, 10] | c | 20 | 8 |
| 6 | (5, 10] | d | 10 | 10 |
| 7 | (5, 10] | e | NaN |  |

``` python
pd.__version__
Out[181]: '0.15.1'
```
