Problem
Explain the statistical assumptions of Ordinary Least Squares (OLS) regression and what happens when those assumptions are violated.
Practicing as: Data Scientist interview at Aqr Capital ManagementHi, I'll play your Aqr Capital Management interviewer for the Data Scientist role. Candidates describe these interviews as mixed and moderately difficult, so expect me to be professional and fair. Take your time with the question above and answer like we're in the room.
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