Katkat
Back

Explain Propensity Score Matching and Assess Covariate Balance

AmazonData Scientist · Technical Screen
MediumData ScientistTechnical ScreenStatistics & Math

Last updated

This interview question evaluates statistical assumptions, formulas, estimation strategy, uncertainty, edge cases, and interpretation in a realistic interview setting. A strong answer for Explain Propensity Score Matching and Assess Covariate Balance states assumptions, handles edge cases, explains trade-offs, and shows how to validate the result clearly.

Scenario

Phone interview emphasising causal inference techniques.

Question

What is Propensity Score Matching (PSM)? List its main assumptions, outline the implementation steps, and describe how you would assess covariate balance after matching.

Hints

Discuss unconfoundedness, common support, caliper, and standardized mean differences.