EHN: Groupby on multiindex with missing data in group keys raises

IndexError (pandas-dev#20519)

*if all the values in a level of a MultiIndex were missing, fill with
numpy nan

Author: proost

pandas/core/indexes/multi.py

@@ -1279,7 +1279,10 @@ def _get_grouper_for_level(self, mapper, level):
             # Remove unobserved levels from level_index
             level_index = level_index.take(uniques)
 
-        grouper = level_index.take(codes)
+        if len(level_index):
+            grouper = level_index.take(codes)
+        else:
+            grouper = level_index.take(codes,fill_value=True)
 
         return grouper, codes, level_index