I am pretty sure this tweet is wrong on two or three levels. Can you find them all? But maybe I am wrong. Thoughts? https://twitter.com/davidshor/status/849316701862862851 …
impression I've been getting in data sci interviews is econometrics emphasis on interpretation + modeling, even implicit, is a huge asset
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this, especially for avoiding stupid pitfalls like the ones above, though also very much in feature engineering
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Certainly makes sense! It's not like our stats curriculum is cutting-edge in other aspects
End of conversation
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