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I looked it up online and came across the same question asked on different forums online, and all the answers say the only correct way is "what do you mean?", as a stand alone question.

But I have always been under the impression that "what you mean?" is in very common usage at least somewhere (I think it might be the UK but I am not sure). Because I got the habit of saying it without "do" for many years now and never questioned it sounding off until today.

Does it sound unnatural to native speakers to hear the question "what you mean?", by itself? I don't mean grammatically correct or not, I mean if it is something you wouldn't expect an educated native speaker to do.

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In US English at least, "what you mean?", used as a stand-alone question is non-standard, but is a feature of some dialects, particularly low-income inner-city dialects, mostly as spoken by Black americans. Some people will look down on those who talk in this way. If a person, who does not come from a group that uses this pattern, adopts it, they may be considered as imitating or even mocking those who do use it, which might be thought disrespectful or even hostile.

I would advise against using this form unless you come from such a group (but then you wouldn't be asking this question in this way) or a writing dialog for a fictional character who does come from such a group. And in that case, one must be very careful to avoid offense. Overuse or misuse of such dialect forms can be seen as mocking and hostile.

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They're used differently, e.g.:

What do you mean by "tall"?

This calls into question how "tall" is used in this context, for example, "The Matterhorn is tall." Compared to K2 Compared to Ben Nevis?

Be sure to say what you mean.

In this usage, it calls into question the person said what was intended.

"What you mean?" by itself, is occasionally used in dialog to show the speaker uses pidgin, i.e., a simplified English, lacking the verb, in this case.

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    The question asks about "What you mean?" used as a stand along question. In "Be sure to say what you mean", "what you mean" is a subordinate clause, not a question. – Acccumulation Dec 31 '20 at 3:54

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