ENH: Improve explanation when erroring on dta files

Improve the explanation when value labels are repeated in Stata dta files.
Add suggested methods to workaround the issue using the low level
interface.

closes pandas-dev#25772

Author: bashtage

doc/source/whatsnew/v0.25.0.rst

@@ -355,6 +355,7 @@ I/O
 - Improved performance in :meth:`pandas.read_stata` and :class:`pandas.io.stata.StataReader` when converting columns that have missing values (:issue:`25772`)
 - Bug in :func:`read_hdf` not properly closing store after a ``KeyError`` is raised (:issue:`25766`)
 - Bug in ``read_csv`` which would not raise ``ValueError`` if a column index in ``usecols`` was out of bounds (:issue:`25623`)
+- Improved the explanation for the failure when value labels are repeated in Stata dta files and suggested work-arounds (:issue:`25772`)
 
 Plotting
 ^^^^^^^^

pandas/io/stata.py

@@ -1715,10 +1715,18 @@ def _do_convert_categoricals(self, data, value_label_dict, lbllist,
                     vc = Series(categories).value_counts()
                     repeats = list(vc.index[vc > 1])
                     repeats = '-' * 80 + '\n' + '\n'.join(repeats)
-                    raise ValueError('Value labels for column {col} are not '
-                                     'unique. The repeated labels are:\n'
-                                     '{repeats}'
-                                     .format(col=col, repeats=repeats))
+                    msg = """
+Value labels for column {col} are not unique. These cannot be converted to
+pandas categoricals.
+
+Either read the file with `convert_categoricals` set to False or use the
+low level interface in `StataReader` to separately read the values and the
+value_labels.
+
+The repeated labels are:
+{repeats}
+"""
+                    raise ValueError(msg.format(col=col, repeats=repeats))
                 # TODO: is the next line needed above in the data(...) method?
                 cat_data = Series(cat_data, index=data.index)
                 cat_converted_data.append((col, cat_data))

pandas/tests/io/test_stata.py

@@ -1310,8 +1310,7 @@ def test_unsupported_datetype(self):
 
     def test_repeated_column_labels(self):
         # GH 13923
-        msg = (r"Value labels for column ethnicsn are not unique\. The"
-               r" repeated labels are:\n-+\nwolof")
+        msg = r"The repeated labels are:\n-+\nwolof"
         with pytest.raises(ValueError, match=msg):
             read_stata(self.dta23, convert_categoricals=True)