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Целевая оценка максимального правдоподобия (TMLE)×Двойное машинное обучение×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоMachine learningMachine learning
Год появления20062018
Автор методаMark van der Laan & Daniel RubinVictor Chernozhukov et al.
ТипSemiparametric estimatorSemiparametric causal estimation
Основополагающий источникvan 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 ↗
Другие названияTargeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiDebiased Machine Learning, Neyman Orthogonal Score Estimation, Partialing-Out Lasso, Çift Makine Öğrenmesi
Связанные33
СводкаTargeted 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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ScholarGateСравнение методов: Targeted Maximum Likelihood Estimation · Double Machine Learning. Получено 2026-06-15 из https://scholargate.app/ru/compare