Amazon·Data Scientist·Technical Phone Screen
Jul 2026
Amazon DS technical screen, one question but it was a beast. They packed omitted variable bias, heteroscedasticity, WLS vs robust SEs, and a specification test all into a single problem about building energy models. Left feeling like I'd passed a qual exam.
- You have a true data-generating process for building energy use with temperature, occupancy, and heteroscedastic errors, but you fit OLS on temperature alone. Derive the expected bias on the temperature coefficient, state its sign when hotter days tend to be more occupied, explain what WLS and robust standard errors each do (and don't do) for you, then name a test for remaining heteroscedasticity and describe a diagnostic you'd put in a production training report.
“This question ate me alive for the first two minutes.” The rest of the author's notes on Data Scientist interview at Amazon, Technical Phone Screen round, covers how they worked through the question, what the panel pushed back on, and what they would do differently.
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