Behl, PeterClaeskens, GerdaDette, Holger2012-03-292012-03-292012-03-29http://hdl.handle.net/2003/2940110.17877/DE290R-14292We 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.enDiscussion Paper / SFB 823 ; 13/2012model selection focused information criterionquantile regression310330620Focused model selection in quantile regressionworking paper