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Targeted Minimum Loss Based Estimator that Outperforms a given Estimator

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  • Gruber Susan

    (Harvard University)

  • van der Laan Mark J.

    (University of California - Berkeley)

Abstract

Targeted minimum loss based estimation (TMLE) provides a template for the construction of semiparametric locally efficient double robust substitution estimators of the target parameter of the data generating distribution in a semiparametric censored data or causal inference model (van der Laan and Rubin (2006), van der Laan (2008), van der Laan and Rose (2011)). In this article we demonstrate how to construct a TMLE that also satisfies the property that it is at least as efficient as a user supplied asymptotically linear estimator. In particular it is shown that this type of TMLE can incorporate empirical efficiency maximization as in Rubin and van der Laan (2008), Tan (2008, 2010), Rotnitzky et al. (2012), and retain double robustness. For the sake of illustration we focus on estimation of the additive average causal effect of a point treatment on an outcome, adjusting for baseline covariates.

Suggested Citation

  • Gruber Susan & van der Laan Mark J., 2012. "Targeted Minimum Loss Based Estimator that Outperforms a given Estimator," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-22, May.
    • Handle: RePEc:bpj:ijbist:v:8:y:2012:i:1:n:11
    DOI: 10.1515/1557-4679.1332
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    References listed on IDEAS

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    1. Andrea Rotnitzky & Quanhong Lei & Mariela Sued & James M. Robins, 2012. "Improved double-robust estimation in missing data and causal inference models," Biometrika, Biometrika Trust, vol. 99(2), pages 439-456.
    2. Weihua Cao & Anastasios A. Tsiatis & Marie Davidian, 2009. "Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data," Biometrika, Biometrika Trust, vol. 96(3), pages 723-734.
    3. Rubin Daniel B & van der Laan Mark J., 2008. "Empirical Efficiency Maximization: Improved Locally Efficient Covariate Adjustment in Randomized Experiments and Survival Analysis," The International Journal of Biostatistics, De Gruyter, vol. 4(1), pages 1-40, May.
    4. van der Laan Mark J. & Rubin Daniel, 2006. "Targeted Maximum Likelihood Learning," The International Journal of Biostatistics, De Gruyter, vol. 2(1), pages 1-40, December.
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    Cited by:

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    2. Nicholas Williams & Michael Rosenblum & Iván Díaz, 2022. "Optimising precision and power by machine learning in randomised trials with ordinal and time‐to‐event outcomes with an application to COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2156-2178, October.

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