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Targeted Maximum Likelihood Estimation

Targeted 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.

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Targeted Maximum Likelihood Estimation (TMLE)

Catatan metode taksonomi · ml-model / causal-inference

van der Laan, M. J., & Rubin, D. (2006). Targeted maximum likelihood learning. The International Journal of Biostatistics, 2(1). · DOI 10.2202/1557-4679.1043

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Taxonomic bucketDouble Machine Learningmachine-suggested · Relational suggestion, not evidence.Used in the same domainDoubly Robust Estimationmachine-suggested · Relational suggestion, not evidence.Used in the same domainInverse Probability Weightingmachine-suggested · Relational suggestion, not evidence.