Daze (CRB p327) has the mental and nonlethal keyword.
I would assume it does not affect undead, but I found no such keywords in the Bestiary.
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There is no blanket immunity for undead to either mental nor nonlethal (nor stunned, for that matter).
Skeletal Giants are immune to Mental, so it would not work on them (spitballing, I would guess it's the lack of a brain). I would be wrong, though, because Wraiths (an incorporeal undead) has no immunity to the spell. Its Resistance 5 would apply, potentially negating the damage caused.
In summary, Mindless undead are not affected by Daze; many others are (although they may be Resistant).