Goldman Sachs Interview Question: How would you show a correlat... | Glassdoor

Interview Question

Summer Technology Analyst Interview Jersey City, NJ

How would you show a correlation between two types of data?

technical, probability

Interview Answer

3 Answers


***Probably asked based on my prior research experience***

I kinda fudged this one. I said that I'd compute the covariance of the two datasets. My interviewer took the answer but didn't show whether or not he liked that answer.

Interview Candidate on Mar 16, 2012

Covariance and correlation coefficient are based on Gaussian assumption, Spearman's rank correlation maybe a better choice if they are totally different types of data. A scatterplot before calculating these statistics is recommended.

Arnie on May 17, 2012

if two are both quantitative variables, use correlation. if both are categorical, use two way table. if one is quantitative and the other is categorical, then convert the quantitative one to a categorical one then make a two way table.

T on Mar 20, 2013

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