Code Sample, a copy-pastable example if possible

a = pd.DataFrame({
    'ID': [1, 1, 2, 2],
    'GENDER': ['male', 'male', 'female', 'female'],
})

a.GENDER = a.GENDER.astype('category')

a.groupby('ID').last().GENDER

Output

ID
1      male
2    female
Name: GENDER, dtype: object

Problem description

I would expect that categoricals are preserved by such transformations. At best, the transformation returns an updated categorical if some categories are missing in the process.

Expected output

ID
1      male
2    female
Name: GENDER, dtype: category
Categories (2, object): [female, male]

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.6.3.final.0 python-bits: 64 OS: Windows OS-release: 10 machine: AMD64 processor: Intel64 Family 6 Model 69 Stepping 1, GenuineIntel byteorder: little LC_ALL: None LANG: None LOCALE: None.None pandas: 0.21.0 pytest: 3.2.1 pip: 9.0.1 setuptools: 36.5.0.post20170921 Cython: 0.26.1 numpy: 1.13.3 scipy: 0.19.1 pyarrow: None xarray: None IPython: 6.1.0 sphinx: 1.6.3 patsy: 0.4.1 dateutil: 2.6.1 pytz: 2017.3 blosc: None bottleneck: 1.2.1 tables: 3.4.2 numexpr: 2.6.2 feather: None matplotlib: 2.1.0 openpyxl: 2.4.8 xlrd: 1.1.0 xlwt: 1.3.0 xlsxwriter: 1.0.2 lxml: 4.1.0 bs4: 4.6.0 html5lib: 0.999999999 sqlalchemy: 1.1.13 pymysql: None psycopg2: None jinja2: 2.9.6 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None

Comment From: jreback

duplicate of #18502