Authors: Behl, Peter
Claeskens, Gerda
Dette, Holger
Title: Focused model selection in quantile regression
Language (ISO): en
Abstract: We consider the problem of model selection for quantile regression analysis where a particular purpose of the modeling procedure has to be taken into account. Typical examples include estimation of the area under the curve in pharmacokinetics or estimation of the minimum effective dose in phase II clinical trials. A focused information criterion for quantile regression is developed, analyzed and investigated by means of a simulation study.
Subject Headings: model selection focused information criterion
quantile regression
Issue Date: 2012-03-29
Appears in Collections:Sonderforschungsbereich (SFB) 823

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