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Targeted Maximum Likelihood Estimation (TMLE)×双重稳健估计(AIPW)×
领域因果推断因果推断
方法族Machine learningRegression model
起源年份20062005
提出者Mark van der Laan & Daniel RubinRobins & Rotnitzky; Bang & Robins
类型Semiparametric estimatorSemiparametric causal estimator
开创性文献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 ↗
别名Targeted Learning, TMLE, Targeted MLE, Hedeflenmiş Maksimum Olabilirlik TahminiAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
相关35
摘要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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ScholarGate方法对比: Targeted Maximum Likelihood Estimation · Doubly Robust Estimation. 于 2026-06-17 检索自 https://scholargate.app/zh/compare