Updating generic.py error message #8618 - New branch
closes #8015

I deleted the previous branch that was causing problems and submitted this.
This is my first attempt at a PR. I just made a little change to allow an error message. Would appreciate some feedback.
@jreback @jorisvandenbossche @hayd 

@springcoil That are not the errors that I see on travis. These tests are failing:

```
======================================================================
ERROR: test_cumcount_empty (pandas.tests.test_groupby.TestGroupBy)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/home/travis/build/pydata/pandas/pandas/tests/test_groupby.py", line 3703, in test_cumcount_empty
ge = DataFrame().groupby()
File "/home/travis/build/pydata/pandas/pandas/core/generic.py", line 2878, in groupby
raise TypeError('You have to specify at least one of "by" and "level"')

TypeError: You have to specify at least one of "by" and "level"

======================================================================
ERROR: test_groupby_args (pandas.tests.test_groupby.TestGroupBy)
----------------------------------------------------------------------
Traceback (most recent call last):
File "/home/travis/build/pydata/pandas/pandas/tests/test_groupby.py", line 2011, in test_groupby_args
self.assertRaisesRegexp(TypeError, k, "You have to supply one of 'by' and 'level'")
File "/home/travis/build/pydata/pandas/pandas/util/testing.py", line 1596, in assertRaisesRegexp
manager = _AssertRaisesContextmanager(exception=_exception, regexp=_regexp)
File "/home/travis/build/pydata/pandas/pandas/util/testing.py", line 1609, in __init__
regexp = re.compile(regexp)
File "/home/travis/miniconda/envs/pandas/lib/python2.7/re.py", line 190, in compile
return _compile(pattern, flags)
File "/home/travis/miniconda/envs/pandas/lib/python2.7/re.py", line 240, in _compile
raise TypeError, "first argument must be string or compiled pattern"

TypeError: first argument must be string or compiled pattern
```
 The tests pass :) Can we merge now?
 Ok second attempt :)
 @springcoil Could you squash?

You can do this with:

```
git fetch upstream
git rebase -i upstream/master
git push -f origin PR8015_springcoil
```

and then change 'pick' into 'fixup' apart for the first commit. 
 Hi @jorisvandenbossche thanks for the squash reminder. I Squashed it and commited the new code. 
I hope all is well now. 
Thanks also for confirmation it was ok to change a few of the tests, as I needed to get them to pass. 
 merged via https://github.com/pydata/pandas/commit/2ed182e41d059c21fab5de832da9bfcbc5bbe1fb

thanks! I know it was an experience, but the first PR is always the hardest.
 Thanks :)
