Uber·Data Scientist·Technical Phone Screen
- A standard A/B test isn't possible for a new ride-sharing feature because of interference between units. Walk through how you'd use instrumental variables to estimate the causal effect on trip volume, including the full set of IV assumptions, at least two concrete instruments, the first- and second-stage regression equations, and how you'd diagnose weak instruments, test overidentification, handle clustering, and assess exclusion restriction violations under marketplace spillovers. Does an effectively unlimited supply environment make the exclusion restriction stronger or weaker?
“This one wrecked me a little.”