GroupBy.transform bug/API change
hi folks,

A _Python for Data Analysis_ reader noted the following issue with recent versions of pandas (as of 1 year ago):

```
import pandas as pd
from pandas import DataFrame
import numpy as np

def demean(arr):
    return arr - arr.mean()

people = DataFrame(np.random.randn(5, 5),
columns=['a', 'b', 'c', 'd', 'e'],
index=['Joe', 'Steve', 'Wes', 'Jim', 'Travis'])
key = ['one', 'two', 'one', 'two', 'one']
```

on pandas 0.14.1:

```
In [14]: people.groupby(key).transform(demean).groupby(key).mean()
Out[14]: 
            a         b         c         d         e
one -0.228006  0.246737  0.201117  0.250544  0.273858
two  0.342009 -0.370106 -0.301676 -0.375816 -0.410788
```

on the other hand:

```
In [15]: people.groupby(key).apply(demean).groupby(key).mean()
Out[15]: 
                a             b             c             d             e
one -3.700743e-17  7.401487e-17 -7.401487e-17  7.401487e-17  0.000000e+00
two  0.000000e+00  0.000000e+00  0.000000e+00  0.000000e+00  5.551115e-17
```

Looks like `transform` has undergone some work in recent times; any ideas? I need to look at the book text and see if I can triage by replacing `transform` with `apply`. At this point `transform` feels a little bit anachronistic. 
