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Целевая оценка максимального правдоподобия (TMLE)×Двухробастное оценивание (AIPW)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоMachine learningRegression model
Год появления20062005
Автор методаMark van der Laan & Daniel RubinRobins & Rotnitzky; Bang & Robins
ТипSemiparametric estimatorSemiparametric causal estimator
Основополагающий источникvan der Laan, M. J., & Rubin, D. (2006). Targeted maximum likelihood learning. The International Journal of Biostatistics, 2(1). DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
Другие названияTargeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
Связанные35
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.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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ScholarGateСравнение методов: Targeted Maximum Likelihood Estimation · Doubly Robust Estimation. Получено 2026-06-17 из https://scholargate.app/ru/compare