Medium · Statistics & Statistical Inference · Multiple choice · ~5 min · #92
Duplicating Your Regression Data
Real interview · Point72, J.P. Morgan
You fit an OLS regression, then copy every row so the dataset is twice as long, and fit it again. With a large sample, what happens?
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Worked solution
Give the problem an honest attempt first, then reveal the full explanation.
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- J.P. MorganGlassdoor interview question
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Concepts
OLSStandard errorsIndependence assumption
Relevant for
Quant ResearcherDesk Quant