ENH: Improve explanation when erroring on dta files
Improve the explanation when value labels are repeated in Stata dta files.
Add suggested methods to work around the issue using the low level
interface.

closes #25772

- [x] closes #25772
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Hello @bashtage! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-04-04 21:18:34 UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=h1) Report
> Merging [#25968](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/4814a2875d078d6e9e9300bd1f77af15ef4f0f0a?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25968/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25968      +/-   ##
==========================================
- Coverage   91.84%   91.83%   -0.01%     
==========================================
  Files         175      175              
  Lines       52550    52550              
==========================================
- Hits        48266    48261       -5     
- Misses       4284     4289       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.39% <ø> (ø)` | :arrow_up: |
| #single | `41.9% <ø> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.61% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=footer). Last update [4814a28...1e7243f](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=h1) Report
> Merging [#25968](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/013f4b4e41f309b839be1de39ab42815af447050?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25968/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25968      +/-   ##
==========================================
- Coverage   91.86%   91.85%   -0.02%     
==========================================
  Files         175      175              
  Lines       52547    52543       -4     
==========================================
- Hits        48271    48262       -9     
- Misses       4276     4281       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.4% <ø> (-0.01%)` | :arrow_down: |
| #single | `41.9% <ø> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.62% <0%> (-0.11%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/25968/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `99.35% <0%> (-0.01%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=footer). Last update [013f4b4...479a82a](https://codecov.io/gh/pandas-dev/pandas/pull/25968?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 lgtm. @WillAyd  @bashtage can you fix merge conflict and ping on green? @WillAyd green. thanks @bashtage 