Detect and address multicollinearity

Q: Detect and address multicollinearity

This is a Statistics & Math interview question from OneMain Financial for Data Scientist roles. View the full question and solution on PracHub.

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Question

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?

Detect and address multicollinearity

Prompt

Solution

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