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We present an "a posteriori" error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro-to-micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on-the-fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single-scale) dual-weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal-oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. (C) 2013 Wiley Periodicals, Inc.