This　paper　focuses　on　the　variable　selections　for　a　varying　coefficient　models　with　missing　response　at　random.　A　procedure　is　presented　by　basis　function　approximations　with　smooth-threshold　estimating　equations.　Furthermore,　the　proposed　method　selects　significant　variables　and　estimates　coefficients　simultaneously　avoiding　the　problem　of　solving　a　convex　optimization,　which　reduced　the　burden　of　computation.　Compared　to　existing　equation　based　approaches,　our　procedure　is　more　efficient　and　quick.　With　proper　choices　the　regularization　parameter,　the　resulting　estimates　perform　an　oracle　property.　A　cross-validation　for　tuning　parameter　selection　is　also　proposed,　a　numerical　study　confirms　the　performance　of　the　proposed　method.