title: None in pandas dataframe index
body: <p>I'm reading a sql query into a dataframe and utilizing one of the columns as the index of the dataframe.  The problem is that the query did not filter for nulls and the resulting dataframe has some rows in which the index is None.  I can think of several ways to fix this, but I was wondering if some pandas code already existed that took care of this like:</p>
  
  <pre><code>import pandas as pd
  pd.Index().dropna()
  </code></pre>
  
  <p>I know that doesn't work :-) I tried it already.  Is there anything else?</p>