Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Целевая оценка максимального правдоподобия (TMLE)× | Двухробастное оценивание (AIPW)× | |
|---|---|---|
| Область | Причинно-следственный вывод | Причинно-следственный вывод |
| Семейство≠ | Machine learning | Regression model |
| Год появления≠ | 2006 | 2005 |
| Автор метода≠ | Mark van der Laan & Daniel Rubin | Robins & Rotnitzky; Bang & Robins |
| Тип≠ | Semiparametric estimator | Semiparametric causal estimator |
| Основополагающий источник≠ | van 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 названия | Targeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik Tahmini | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| Связанные≠ | 3 | 5 |
| Сводка≠ | 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. | 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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