# Buggy code
def _wrap_applied_output(
    self, keys: Index, values: Optional[List[Any]], not_indexed_same: bool = False
) -> FrameOrSeriesUnion:
    """
    Wrap the output of SeriesGroupBy.apply into the expected result.

    Parameters
    ----------
    keys : Index
        Keys of groups that Series was grouped by.
    values : Optional[List[Any]]
        Applied output for each group.
    not_indexed_same : bool, default False
        Whether the applied outputs are not indexed the same as the group axes.

    Returns
    -------
    DataFrame or Series
    """
    if len(keys) == 0:
        # GH #6265
        return self.obj._constructor(
            [], name=self._selection_name, index=keys, dtype=np.float64
        )
    assert values is not None

    def _get_index() -> Index:
        if self.grouper.nkeys > 1:
            index = MultiIndex.from_tuples(keys, names=self.grouper.names)
        else:
            index = Index(keys, name=self.grouper.names[0])
        return index

    if isinstance(values[0], dict):
        # GH #823 #24880
        index = _get_index()
        result: FrameOrSeriesUnion = self._reindex_output(
            self.obj._constructor_expanddim(values, index=index)
        )
        # if self.observed is False,
        # keep all-NaN rows created while re-indexing
        result = result.stack(dropna=self.observed)
        result.name = self._selection_name
        return result
    elif isinstance(values[0], (Series, DataFrame)):
        return self._concat_objects(keys, values, not_indexed_same=not_indexed_same)
    else:
        # GH #6265 #24880
        result = self.obj._constructor(
            data=values, index=_get_index(), name=self._selection_name
        )
        return self._reindex_output(result)


# Traceback (KeyError)
Empty DataFrame
Columns: []
Index: []
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/usr/local/lib/python2.7/dist-packages/pandas/core/frame.py", line 2927, in __getitem__
indexer = self.columns.get_loc(key)
File "/usr/local/lib/python2.7/dist-packages/pandas/core/indexes/base.py", line 2659, in get_lo
return self._engine.get_loc(self._maybe_cast_indexer(key))
File "pandas/_libs/index.pyx", line 108, in pandas._libs.index.IndexEngine.get_loc
File "pandas/_libs/index.pyx", line 132, in pandas._libs.index.IndexEngine.get_loc
File "pandas/_libs/hashtable_class_helper.pxi", line 1601, in pandas._libs.hashtable.PyObjectHashTable.get_item
File "pandas/_libs/hashtable_class_helper.pxi", line 1608, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'b'

# Fixed code
def _wrap_applied_output(
    self,
    data: Series,
    keys: Index,
    values: Optional[List[Any]],
    not_indexed_same: bool = False,
) -> FrameOrSeriesUnion:
    """
    Wrap the output of SeriesGroupBy.apply into the expected result.

    Parameters
    ----------
    data : Series
        Input data for groupby operation.
    keys : Index
        Keys of groups that Series was grouped by.
    values : Optional[List[Any]]
        Applied output for each group.
    not_indexed_same : bool, default False
        Whether the applied outputs are not indexed the same as the group axes.

    Returns
    -------
    DataFrame or Series
    """
    if len(keys) == 0:
        # GH #6265
        return self.obj._constructor(
            [],
            name=self._selection_name,
            index=self.grouper.result_index,
            dtype=data.dtype,
        )
    assert values is not None

    def _get_index() -> Index:
        if self.grouper.nkeys > 1:
            index = MultiIndex.from_tuples(keys, names=self.grouper.names)
        else:
            index = Index(keys, name=self.grouper.names[0])
        return index

    if isinstance(values[0], dict):
        # GH #823 #24880
        index = _get_index()
        result: FrameOrSeriesUnion = self._reindex_output(
            self.obj._constructor_expanddim(values, index=index)
        )
        # if self.observed is False,
        # keep all-NaN rows created while re-indexing
        result = result.stack(dropna=self.observed)
        result.name = self._selection_name
        return result
    elif isinstance(values[0], (Series, DataFrame)):
        return self._concat_objects(keys, values, not_indexed_same=not_indexed_same)
    else:
        # GH #6265 #24880
        result = self.obj._constructor(
            data=values, index=_get_index(), name=self._selection_name
        )
        return self._reindex_output(result)