A quick search in PubMed indicates me that there's no evidence of such thing. Are you referring to the daydreaming disorder? Please elaborate on the type of daydreaming you're looking forward to explore. I found an interesting article that may help you in some way:
The gist of the study involves: MRI of participant (measuring efficiency of the brain) with a battery of tests including Mind Wandering Questionnaire, testing for creativity and executive function.
The researchers argued that participants who reported more frequent daydreaming on the Mind Wandering Questionnaire scored higher on intellectual and creative ability questionnaires, and also had more efficient brain systems measured in the MRI machine But II do not know how they defined "brain efficiency" as measured on MRI?
Ok, thanks for the clarification. It would be interesting to see if gender or age, or occupational differences emerge. It might further be of interest to know the strength of the reported associations. What would be the implications of such findings (if replicated)---should we encourage or teach mind wandering in our students? :) It would also be worth thinking about wider effects of 'more efficient brain systems' in everyday life. Are such individuals more empathic with others, is their behavior more consistent across situations, are they better listeners? Do they live longer or healthier lives? These latter questions are premature, I know, but why do the research in the first place?