caa a22 4500 605461015 CHVBK 20210128100241.0 cr unu---uuuuu 210128e20150101xx s 000 0 eng 10.1007/s10114-015-3159-2 doi (NATIONALLICENCE)springer-10.1007/s10114-015-3159-2 Variable selection for fixed effects varying coefficient models [Elektronische Daten] [Gao Li, Heng Lian, Peng Lai, Heng Peng] We consider the problem of variable selection for the fixed effects varying coefficient models. A variable selection procedure is developed using basis function approximations and group nonconcave penalized functions, and the fixed effects are removed using the proper weight matrices. The proposed procedure simultaneously removes the fixed individual effects, selects the significant variables and estimates the nonzero coefficient functions. With appropriate selection of the tuning parameters, an asymptotic theory for the resulting estimates is established under suitable conditions. Simulation studies are carried out to assess the performance of our proposed method, and a real data set is analyzed for further illustration. Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2014 Varying coefficient model nationallicence fixed effect nationallicence variable selection nationallicence basis function nationallicence Li Gao Beijing Center for Scientific and Engineering Computing, College of Applied Sciences, Beijing University of Technology, 100124, Beijing, P. R. China aut Lian Heng School of Mathematics and Statistics, The University of New South, 2052, Wales, Australia aut Lai Peng School of Mathematics & Statistics, Nanjing University of Information Science & Technology, 210044, Nanjing, P. R. China aut Peng Heng Department of Mathematics, Hong Kong Baptist University, Hong Kong, P. R. China aut Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/1(2015-01-01), 91-110 1439-8516 31:1<91 2015 31 10114 https://doi.org/10.1007/s10114-015-3159-2 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10114-015-3159-2 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Li Gao Beijing Center for Scientific and Engineering Computing, College of Applied Sciences, Beijing University of Technology, 100124, Beijing, P. R. China aut NATIONALLICENCE 700 1- Lian Heng School of Mathematics and Statistics, The University of New South, 2052, Wales, Australia aut NATIONALLICENCE 700 1- Lai Peng School of Mathematics & Statistics, Nanjing University of Information Science & Technology, 210044, Nanjing, P. R. China aut NATIONALLICENCE 700 1- Peng Heng Department of Mathematics, Hong Kong Baptist University, Hong Kong, P. R. China aut NATIONALLICENCE 773 0- Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/1(2015-01-01), 91-110 1439-8516 31:1<91 2015 31 10114