tmle: AnRPackage for Targeted Maximum Likelihood Estimation
نویسندگان
چکیده
منابع مشابه
Targeted maximum likelihood estimation for prediction calibration.
Estimators of the conditional expectation, i.e., prediction, function involve a global bias-variance trade off. In some cases, an estimator that yields unbiased estimates of the conditional expectation for a particular partitioning of the data may be desirable. Such estimators are calibrated with respect to the partitioning. We identify the conditional expectation given a particular partitionin...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2012
ISSN: 1548-7660
DOI: 10.18637/jss.v051.i13