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Estimation ciblée du maximum de vraisemblance (TMLE)×Pondération par l'inverse de la probabilité de traitement (IPW / IPTW)×
DomaineInférence causaleInférence causale
FamilleMachine learningRegression model
Année d'origine20062000
Auteur d'origineMark van der Laan & Daniel RubinRobins, Hernán & Brumback
TypeSemiparametric estimatorCausal inference weighting estimator
Source fondatricevan 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 ↗
AliasTargeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Apparentées35
RésuméTargeted 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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ScholarGateComparer des méthodes: Targeted Maximum Likelihood Estimation · Inverse Probability Weighting. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare