st: proportion of explained variance with log-transformed outcome

[Buzz Burhans <wsb2@cornell.edu>]

If one estimates the proportion of explained variance for a model using a 
log transformed variable, is that proportion of explained variance 
approximately applicable to the untransformed variable ? In other 
words,  if I derive the proportion of explained variance of a dependant 
variable in a logtransformed model associated with a predictor variable, 
does that variable also explain a similar proportion  of the variance (not 
necessarily exactly the same) in the untransformed raw metric? I appreciate 
that the variance itself in the two metrics is different, but is the 
proportion of explained variance similar?

I have a model in which a treatment effect is significant, but explains 
little of the total variance.  The model is run on transformed variables 
(log  transformed outcome, and a fractional polynomial dependant time 
variable). Interpretation in practical terms should speak to this issue of 
minimal albeit significant treatment effect relative to contribution to the 
total variance, but I am not sure how to express this, or even if I can 
make any statement about it relative to the original raw metric since I 
modeled in the transformed metric.

Any insights would be most appreciated.

Buzz Burhans




Buzz Burhans
wsb2@cornell.edu


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