Targeted Maximum Likelihood Based Causal Inference: Part II

Targeted Maximum Likelihood Based Causal Inference: Part II

In this article, we provide a template for the practical implementation of the targeted maximum likelihood estimator for analyzing causal effects of multiple time point interventions, for which the methodology was developed and presented in Part I. In addition, the application of this template is demonstrated in two important estimation problems: estimation of the effect of individualized treat...

Targeted maximum likelihood based causal inference: Part I.

Given causal graph assumptions, intervention-specific counterfactual distributions of the data can be defined by the so called G-computation formula, which is obtained by carrying out these interventions on the likelihood of the data factorized according to the causal graph. The obtained G-computation formula represents the counterfactual distribution the data would have had if this interventio...

An application of collaborative targeted maximum likelihood estimation in causal inference and genomics.

A concrete example of the collaborative double-robust targeted likelihood estimator (C-TMLE) introduced in a companion article in this issue is presented, and applied to the estimation of causal effects and variable importance parameters in genomic data. The focus is on non-parametric estimation in a point treatment data structure. Simulations illustrate the performance of C-TMLE relative to cu...

Local Maximum Likelihood Estimation and Inference

Targeted Maximum Likelihood Estimation using Exponential Families.

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. The key step in any TMLE implementation is constructing a sequence of least-favorable parametric models for the parameter of interest. This has been done for a variety of parameters arising in causal inference problems, by augmenting standard regression models ...