title: Apply set_index over groupby object in order to apply asfreq per group
body: <p>Im looking to apply <code>pading</code> over each group of my data frame</p>
  
  <p>notice that for a single group ('element_id') i have no problem in pading:</p>
  
  <p>first group (group1):</p>
  
  <pre><code>{'date': {88: datetime.date(2017, 10, 3), 43: datetime.date(2017, 9, 26), 159: datetime.date(2017, 11, 8)}, u'element_id': {88: 122, 43: 122, 159: 122}, u'VALUE': {88: '8.0', 43: '2.0', 159: '5.0'}}
  </code></pre>
  
  <p>So im applying padding over it (which works great):</p>
  
  <pre><code>print group1.set_index('date').asfreq('D', method='pad').head()
  </code></pre>
  
  <p>Im looking to apply this logic over several groups through <code>groupby</code></p>
  
  <p>Another group (group2):</p>
  
  <pre><code>{'date': {88: datetime.date(2017, 10, 3), 43: datetime.date(2017, 9, 26), 159: datetime.date(2017, 11, 8)}, u'element_id': {88: 122, 43: 122, 159: 122}, u'VALUE': {88: '8.0', 43: '2.0', 159: '5.0'}}
  
  group_data=pd.concat([group1,group2],axis=0)
  group_data.groupby(['element_id']).set_index('date').resample('D').asfreq()
  </code></pre>
  
  <p>And im getting the following error:</p>
  
  <pre><code>AttributeError: Cannot access callable attribute 'set_index' of 'DataFrameGroupBy' objects, try using the 'apply' method
  </code></pre>