Supported by National Natural Science Foundation of China(Grant Nos.11501522,11101014,11001118 and11171012);National Statistical Research Projects(Grant No.2014LZ45);the Doctoral Fund of Innovation of Beijing University of Technology;the Science and Technology Project of the Faculty Adviser of Excellent PhD Degree Thesis of Beijing(Grant No.20111000503);the Beijing Municipal Education Commission Foundation(Grant No.KM201110005029)
In this puper, we consider the problem of variabie selection and model detection in varying coefficient models with longitudinM data. We propose a combined penalization procedure to select the significant variables, d...