Unclear ValueError on core.groupby
#### Code Sample

```python
 def test_groupby_aggregate_item_by_item(self):
        def test_df():
            s = pd.DataFrame(np.array([[13, 14, 15, 16]]),
                             index=[0],
                             columns=['b', 'c', 'd', 'e'])
            num = np.array([[s, s, s, datetime.strptime('2016-12-28', "%Y-%m-%d"), 'asdf', 24],
                            [s, s, s, datetime.strptime('2016-12-28', "%Y-%m-%d"), 'asdf', 6]])
            columns = ['a', 'b', 'c', 'd', 'e', 'f']
            idx = [x for x in xrange(0, len(num))]
            return pd.DataFrame(num, index=idx, columns=columns)
        c = [test_df().sort_values(['d', 'e', 'f']),
             test_df().sort_values(['d', 'e', 'f'])]
        df = pd.concat(c)
        df = df[["e", "a"]].copy().reset_index(drop=True)
        df["e_idx"] = df["e"]
        what = [0, 0.5, 0.5, 1]

        def x():
            df.groupby(["e_idx", "e"])["a"].quantile(what)
        self.assertRaisesRegexp(ValueError,
                                "'SeriesGroupBy' object has no attribute '_aggregate_item_by_item'",
                                x)
```
#### Problem description

The return message from the ValueError in _GroupBy._aggregate_item_by_item is vague. 
```
                except (AttributeError):
>                   raise ValueError
E                   ValueError

core/groupby.py:592: ValueError
```
The proposed change raises the error message for the user to see.



#### Expected Output

```
                except (AttributeError) as e:
>                   raise ValueError(e)
E                   ValueError: 'SeriesGroupBy' object has no attribute '_aggregate_item_by_item'

core/groupby.py:592: ValueError
```

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

<details>
INSTALLED VERSIONS
------------------
commit: b895968a90c918709b01b49db427f9b5ab28c1fe
python: 2.7.11.final.0
python-bits: 64
OS: Darwin
OS-release: 15.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: None.None

pandas: 0.19.0+311.gb895968.dirty
nose: 1.3.7
pip: 9.0.1
setuptools: 32.3.1
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
statsmodels: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
pandas_datareader: None
</details>
