Yes you should, the less back pressure after your turbo the better, no cat = lower EMP (exhaust Manifold pressure) because your tubo isn't feeding air in to a pressured environment (exhaust side), which is better, less work for the engine to push exhaust out. it will also equal quicker spool up.
I know of a full write up from a Garrett tech, but I am at work, and can't go looking for it, but it explains very well all of this.