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Targeted Maximum Likelihood Estimation (TMLE)×Inverse Probability of Treatment Weighting (IPW / IPTW)×
FachgebietKausale InferenzKausale Inferenz
FamilieMachine learningRegression model
Entstehungsjahr20062000
UrheberMark van der Laan & Daniel RubinRobins, Hernán & Brumback
TypSemiparametric estimatorCausal inference weighting estimator
Wegweisende Quellevan der Laan, M. J., & Rubin, D. (2006). Targeted maximum likelihood learning. The International Journal of Biostatistics, 2(1). DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
AliasnamenTargeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Verwandt35
ZusammenfassungTargeted Maximum Likelihood Estimation (TMLE) is a semiparametric, doubly robust causal inference method introduced by Mark van der Laan and Daniel Rubin in 2006. It combines flexible machine learning models for both the outcome and the treatment assignment mechanism, then applies a targeting step that re-fits the initial outcome model specifically to reduce bias for a pre-specified causal estimand such as the average treatment effect. TMLE is widely used in epidemiology, biostatistics, and health economics when estimating causal effects from observational data.Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias.
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ScholarGateMethoden vergleichen: Targeted Maximum Likelihood Estimation · Inverse Probability Weighting. Abgerufen am 2026-06-17 von https://scholargate.app/de/compare