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Kohdennettu suurimman uskottavuuden estimointi (TMLE)×Kaksoiskoneoppiminen×
TieteenalaKausaalipäättelyKausaalipäättely
MenetelmäperheMachine learningMachine learning
Syntyvuosi20062018
KehittäjäMark van der Laan & Daniel RubinVictor Chernozhukov et al.
TyyppiSemiparametric estimatorSemiparametric causal estimation
Alkuperäislähdevan der Laan, M. J., & Rubin, D. (2006). Targeted maximum likelihood learning. The International Journal of Biostatistics, 2(1). DOI ↗Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1–C68. DOI ↗
RinnakkaisnimetTargeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiDebiased Machine Learning, Neyman Orthogonal Score Estimation, Partialing-Out Lasso, Çift Makine Öğrenmesi
Liittyvät33
TiivistelmäTargeted 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.Double/Debiased Machine Learning (DML), introduced by Chernozhukov et al. (2018), is a semiparametric framework for estimating causal or structural parameters in the presence of high-dimensional controls. It uses flexible machine learning methods to model nuisance functions—the conditional expectations of the outcome and the treatment given covariates—and then constructs a debiased estimator of the target parameter that achieves root-n consistency and valid inference despite the regularization bias inherent in high-dimensional settings.
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