BUG: groupby nunique with Categorical and missing categories gives ValueError
From SO: http://stackoverflow.com/questions/33775560/how-to-group-categorical-values-in-pandas

```
import pandas as pd

df = pd.DataFrame()
df['A'] = ['C1', 'C1', 'C2', 'C2', 'C3', 'C3']
df['B'] = [1,2,3,4,5,6]

df['A'] = df.loc[:,'A'].astype('category')
df2 = df[0:3]

result = df2.groupby(by='A')['B'].nunique()
```

This worked in 0.16.2, but is broken in 0.17.0 (it gives _ValueError: Wrong number of items passed 2, placement implies 3_)

It is related with the fact that not all categories are present in the actual values (due to the slicing).

Probably related with new nunique implementation in 0.16.2 (https://github.com/pydata/pandas/pull/10894, https://github.com/pydata/pandas/pull/11079)
