title: Pandas resample by groups with duplicate datetimes
body: <p>Lots of similar questions on here, but I couldn't find any that actually had observations with the same datetime. A minimum non-working example would be:</p>
  
  <pre><code>df = pd.DataFrame(
      {"Date": np.tile([pd.Series(["2016-01", "2016-03"])], 2)[0],
       "Group": [1,1,2,2],
       "Obs":[1,2,5,6]})
  </code></pre>
  
  <p>Now I'd like to linearly interpolate the value for February 2016 by group, so the required output is</p>
  
  <pre><code>    Date    Group   Obs
      2016-01     1       1
      2016-02     1     1.5
      2016-03     1       2
      2016-01     2       5
      2016-02     2     5.5
      2016-03     2       6
  </code></pre>
  
  <p>My understanding is that <code>resample</code> should be able to do this (in my actual application I'm trying to move from quarterly to monthly, so have observations in Jan and Apr), but that requires some sort of time index, which I can't do as there are duplicates in the <code>Date</code> column.</p>
  
  <p>I'm assuming some sort of <code>groupby</code> magic could help, but can't figure it out! </p>