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R-Squared, Multicollinearity, and Statistical Tests

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In this mock interview, watch Apurvaa (Senior Data Scientist @ Instacart, ex-Amazon) answer the following questions regarding R-squared, multicollinearity, and T-test vs. F-test:

  • What does R-squared measure, and what are its pitfalls?
  • How can you identify and address multicollinearity, and how does it impact regression coefficients?
  • What's the difference between Multiple R-squared and Adjusted R-squared?
  • How do you determine if coefficients in linear regression are significant?
  • What’s the difference between a T-test and an F-test in linear regression, and what does it mean if the F-test is not significant but some T-tests are?