Related to my earlier question, I need to perform regression on a skewed dependent variable (n = 500). Since the residuals weren't normally distributed, I was able to transform the DV non-linearly in a way that it now approaches normality. Residuals are normal when using this transformed variable as a dependent variable.
For the two models, The p-values for the various predictors are very much alike, and the relative sizes of the coefficients are very similar as well.
- To what extent are those two facts are indicators (or not) of the reliability of the coefficients and p-values obtained in the first model (using raw data)?