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Roblox·Data Scientist·Technical Phone Screen·Senior

Senior
Jul 2026

Summary

Got a technical screen for a Data Scientist role at Roblox that was pretty much one big coding/stats problem. The whole thing centered on implementing a difference-in-differences estimator with a pre-trend check, which I wasn't expecting to write from scratch in an interview setting.

Questions Asked (1)

Q1

You're given panel data as three arrays (period, group, outcome). Implement a difference-in-differences estimator using the latest pre-period and earliest post-period, then validate parallel pre-trends by checking whether the max gap in treatment-control differences across all pre-periods falls within a given threshold.

A/B Testing & ExperimentationAlgorithms & Data StructuresProduct Analytics & Metrics
Author's notes

This wrecked me a little at first.

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AI HintsAI Generated

Suggested Approach

Start by clarifying the data structure and assumptions, then outline a step-by-step algorithm: identify treatment and control groups, compute pre-period differences, select the latest pre-period and earliest post-period for the DiD estimate, and finally validate parallel pre-trends by checking the maximum absolute difference in treatment-control gaps across all pre-periods against the threshold. Emphasize the importance of data validation and edge cases.

Pro tip: Mention that you would first verify the data is balanced and that the treatment group is clearly defined; also, consider using a regression framework with interaction terms to obtain standard errors, which is often expected in industry settings.

1. Clarify Data and Assumptions

Confirm the structure: each period has treatment and control groups, and outcomes are measured. Ensure the treatment group is consistently defined and that periods are ordered.

2. Compute Pre-Period Differences

For each pre-period, calculate the difference in mean outcomes between treatment and control groups. Store these differences for later use.

3. Calculate DiD Estimate

Identify the latest pre-period and earliest post-period. Compute the DiD estimate as (post_treatment - post_control) - (pre_treatment - pre_control) using the selected periods.

4. Validate Parallel Pre-Trends

Compute the maximum absolute difference between any two pre-period treatment-control differences. If this max gap is within the given threshold, conclude parallel pre-trends hold; otherwise, flag a violation.

5. Handle Edge Cases and Report

Address missing data, unequal group sizes, or insufficient periods. Report the DiD estimate, the max pre-trend gap, and whether the threshold was met.

Key Points to Mention

  • Definition of treatment and control groups and ensuring they are comparable.
  • Importance of using the latest pre-period and earliest post-period to minimize confounding.
  • Calculation of the DiD estimator as a difference of differences.
  • Parallel pre-trends assumption and its validation via max gap across pre-periods.
  • Handling of unbalanced panels or missing data.
  • Potential use of regression with interaction terms for robust standard errors.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.