Add a test and whatsnew item for GH pandas-dev#9700

Author: evanpw

doc/source/whatsnew/v0.16.1.txt

@@ -245,4 +245,4 @@ Bug Fixes
 
 - Bug in hiding ticklabels with subplots and shared axes when adding a new plot to an existing grid of axes (:issue:`9158`)
 - Bug in ``transform`` and ``filter`` when grouping on a categorical variable (:issue:`9921`)
-
+- Bug in ``transform`` when groups are equal in number and dtype to the input index (:issue:`9700`)

pandas/tests/test_groupby.py

@@ -959,6 +959,12 @@ def demean(arr):
         g = df.groupby(pd.TimeGrouper('M'))
         g.transform(lambda x: x-1)
 
+        # GH 9700
+        df = DataFrame({'a' : range(5, 10), 'b' : range(5)})
+        result = df.groupby('a').transform(max)
+        expected = DataFrame({'b' : range(5)})
+        tm.assert_frame_equal(result, expected)
+
     def test_transform_fast(self):
 
         df = DataFrame( { 'id' : np.arange( 100000 ) / 3,