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Targeted Maximum Likelihood Estimation (Epidemiology)×Marginal Structural Model (IPTW)×
ГалузьSocial EpidemiologySocial Epidemiology
РодинаMachine learningProcess / pipeline
Рік появи20062000
Автор методуMark J. van der Laan & Daniel Rubin; Megan Schuler & Sherri Rose (epidemiology tutorial)James M. Robins, Miguel A. Hernán & Babette Brumback
ТипDoubly-robust substitution estimator with a targeting update and machine-learning nuisance modelsReweighting pipeline for time-varying confounding affected by prior treatment
Основоположне джерелоvan der Laan, M. J., & Rubin, D. (2006). Targeted maximum likelihood learning. The International Journal of Biostatistics, 2(1), Article 11. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
Інші назвиTMLE, Targeted Minimum Loss-Based Estimation, Doubly-Robust TMLE, Targeted LearningMSM with IPTW, Inverse-Probability-of-Treatment-Weighted Marginal Structural Model, IPTW Marginal Structural Model, Robins Marginal Structural Model
Пов'язані33
ПідсумокTargeted maximum likelihood estimation (TMLE), introduced by Mark van der Laan and Daniel Rubin in 2006, is a doubly-robust, semiparametric framework for estimating causal effects that marries machine learning with the theory of efficient influence functions. It begins by flexibly estimating two nuisance quantities — the outcome regression and the propensity score — typically with an ensemble 'super learner,' and then performs a clever targeting step that nudges the outcome model in exactly the direction needed to remove plug-in bias for the causal parameter of interest. The result is a substitution estimator that is consistent if either the outcome model or the propensity model is correct (double robustness) and asymptotically efficient if both are, all while permitting aggressive data-adaptive estimation. Schuler and Rose's 2017 American Journal of Epidemiology tutorial brought TMLE to a broad epidemiologic audience, including social-epidemiologic applications where confounding structures are complex and functional forms unknown.Marginal structural models, introduced by Robins, Hernán, and Brumback in 2000, are causal models for the mean of a counterfactual outcome under a treatment regime, estimated by inverse-probability-of-treatment weighting. They solve the same problem as the g-formula — estimating the effect of a time-varying exposure when time-varying confounders are themselves affected by prior treatment — but through a different device: instead of modeling the outcome and confounder processes, they reweight each person by the inverse of their probability of receiving the treatment history they actually received. This creates a pseudo-population in which treatment is, by construction, unconfounded by the measured covariates, so a simple weighted regression recovers the causal effect. The companion 2000 paper applying the method to zidovudine and HIV survival showed its practical payoff. In social epidemiology, MSMs with IPTW are standard for the cumulative effects of time-varying social exposures.
ScholarGateНабір даних
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  2. 2 Джерела
  3. PUBLISHED
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ScholarGateПорівняння методів: Targeted Maximum Likelihood Estimation (Epidemiology) · Marginal Structural Model (IPTW). Отримано 2026-06-24 з https://scholargate.app/uk/compare