Suppose, for simplicity, I have a simple linear regression model, and I have transformed the response variable by taking the square root.

The pre-transformed standard error is equal to 17, and the standard error for the transformed model is 0.8. To interpret this new value of SE, I assume you can't just square the new value. If that's the case, how do I meaningfully interpret the 'transformed version' of the SE?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.