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Uber·Data Scientist·Technical Phone Screen·Senior

SeniorPrefer not to say
Jun 2026Remote

Summary

Uber DS interview that went deep into causal inference territory. The question was essentially one big design problem about estimating a promotion's effect without being able to run an experiment, and they wanted you to walk through multiple strategies in real time. Technically dense and a bit exhausting.

Questions Asked (1)

Q1

You can't run an experiment to measure a promotion's causal effect. Walk through at least three identification strategies you'd use, including the assumptions each relies on, how you'd check those assumptions, and where each approach could break down.

A/B Testing & ExperimentationProduct Analytics & MetricsTechnical Trade-offs
Author's notes

This is a beast of a question.

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AI HintsAI Generated

Suggested Approach

Start by acknowledging that when randomization is infeasible, we rely on observational causal inference methods, each with distinct assumptions. For each strategy, clearly state the identification assumption, propose empirical checks (e.g., pre-trends, covariate balance), and discuss potential violations and sensitivity analyses. Finally, compare the strategies in terms of feasibility, data requirements, and robustness to violations.

Pro tip: Emphasize that no single method is perfect; triangulating results across multiple identification strategies strengthens causal claims. Also, mention that Uber often uses switchback experiments or synthetic control for city-level promotions, showing practical awareness.

1. Difference-in-Differences (DiD)

Use DiD when you have pre- and post-promotion data for treated and control groups. The key assumption is parallel trends: absent the promotion, the treated and control groups would have followed the same trajectory. Check by plotting pre-period trends and testing for differential pre-trends. Breakdown if trends diverge due to other shocks or if composition changes.

2. Propensity Score Matching (PSM)

Match treated units (e.g., users exposed to promotion) with similar control units based on observed covariates. Assumption: conditional independence (no unmeasured confounders). Check covariate balance after matching and conduct sensitivity analysis for hidden bias. Breakdown if important confounders are unobserved or if overlap is poor.

3. Instrumental Variables (IV)

Find an instrument that affects promotion exposure but not the outcome directly. Assumptions: relevance (instrument correlates with treatment) and exclusion restriction (instrument affects outcome only through treatment). Check relevance with first-stage F-statistic; exclusion is untestable but can be argued via context. Breakdown if instrument is weak or violates exclusion.

4. Regression Discontinuity Design (RDD)

Exploit a cutoff (e.g., eligibility threshold) that determines promotion exposure. Assumption: units just above and below cutoff are comparable except for treatment. Check for manipulation of the running variable (e.g., McCrary test) and continuity of covariates at cutoff. Breakdown if units can manipulate the cutoff or if functional form is misspecified.

5. Synthetic Control Method (SCM)

Construct a synthetic control from weighted combination of untreated units to mimic the treated unit's pre-promotion trajectory. Assumption: treated unit's post-promotion outcome would have followed the synthetic control's path absent treatment. Check pre-period fit and placebo tests. Breakdown if donor pool is contaminated or if there are idiosyncratic shocks.

Key Points to Mention

  • Parallel trends assumption and pre-trend testing for DiD
  • Conditional independence and covariate balance for PSM
  • Instrument relevance and exclusion restriction for IV
  • Continuity and no manipulation for RDD
  • Synthetic control fit and placebo tests
  • Sensitivity analysis and triangulation across methods

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