Statistics show that there is little difference, but safe riding practices without the distractions and weight of a helmet has a slight edge.
For an inexperienced rider, the reactions needed for safe riding have not yet been developed, and a lid is usually a good thing. For experienced riders, do what you feel most comfortable with because it makes less difference than you might think.

Let's hope there's intelligent life somewhere in space 'cause it's buggar all down here. -- Monte Python