Linear regression interview questions

14 problems

Coefficients, R squared, noise and correlation. Expect to reason about what happens to a fit when a variable is added, rescaled, measured with error or replaced by pure noise. Each problem has hints and a worked solution, free, no account.

#titlelevel
2 When adjusted R² stops falling medium
11 Two signals, one R² medium
14 R² from pure noise medium
18 Every row twice medium
29 A regressor measured with noise easy
54 Soft thresholding medium
70 A regression line in a corner medium
91 A flat line through a curve medium
146 Three signals that overlap medium
170 Two regression slopes medium
172 Beta is not correlation easy
191 Positive correlation, negative coefficient medium
258 The missing regressor medium
278 Two R² values, one joint fit medium

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