BUG: Kernel crashing when using shift with groupby when there are NaNs in group column
Sometimes when shifting a variable by groups, if there are NaNs in the group column, it crashes my kernel. Sometimes the operation completes successfully, though it crashes over half the time.
#### Code Sample, a copy-pastable example if possible

```
from numpy import nan
import pandas as pd
from pandas import Timestamp

df = pd.DataFrame(data = [
    (Timestamp('2003-01-15 00:00:00'), 1, 1),
    (Timestamp('2003-01-15 00:00:00'), nan, nan),
    (Timestamp('2003-02-14 00:00:00'), 1, 2),
    ], columns=['Date','ID','var'])

test.groupby('ID')['var'].shift(1) #crashes kernel sometimes
test.dropna(subset=['ID']).groupby('ID')['var'].shift(1) #does not crash kernel
test.groupby('ID')['var'].apply(lambda x: x) #does not crash kernel
```
#### Expected Output

```
0    NaN
1    NaN
2    1.0
Name: var, dtype: float64
```
#### output of `pd.show_versions()`

```
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.1
setuptools: 24.0.2
Cython: 0.23.4
numpy: 1.11.1
scipy: 0.17.0
statsmodels: 0.6.1
xarray: None
IPython: 5.0.0
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.5.3
pytz: 2016.6.1
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.0.0
xlsxwriter: 0.8.4
lxml: 3.5.0
bs4: 4.4.1
html5lib: 0.9999999
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.39.0
pandas_datareader: None
```
