Varying-coefficient linear models arise from multivariate nonparametric regression, non-linear time series modelling and forecasting, functional data analysis, longitudinal data analysis and others.

Ordinary linear regression (OLR) assumes that response variables are continuous. Generalized Linear Models (GLMs) provide an extension to OLR since response variables can be continuous or discrete ...

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number ...