IBM·Data Scientist·Technical Phone Screen
- What is multicollinearity and why does it cause problems in regression models?
- How would you detect multicollinearity in a dataset? Walk through any diagnostics, plots, or statistics you'd use.
- What are your practical options for dealing with multicollinearity while keeping the model useful, either for prediction or interpretability?
- Does your approach to handling multicollinearity change depending on whether you care about interpreting coefficients versus just getting accurate predictions?
“Started fine, explained that it's when two or more features are highly linearly related and that it inflates coefficient variance.”