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Description
Example with current main:
>>> df = pd.DataFrame({"a": [1, 2, 3]})
>>> df.describe(include=["datetime"])
...
ValueError: No objects to concatenate
I assume the error comes from under the hood trying to concatenate the results of calculating the describe results for each of the incluced dtype groups, and in this case for datetime there is no content, so nothing to concatenate.
But we shouldn't propagate that error message to the user, I think. Either we should provide a better error message about none of the included dtypes being present, or just return an empty DataFrame.