Detect and address multicollinearity
Overview
This question evaluates understanding of multicollinearity as a statistical concept and the competency to recognize its presence, interpret its effects on regression coefficients, and consider appropriate mitigation strategies.
OneMain Financial
Dec 1, 2025, 12:00 AM
Data Scientist
Technical Screen
Statistics & Math
0
0
Prompt
You fit a linear/logistic regression model and suspect multicollinearity among features.
- What is multicollinearity and why is it a problem?
- How would you detect it (specific diagnostics)?
- How would you address it (practical remedies)?
- What changes in interpretation/performance should you expect after fixing it?
Solution
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