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tmle: An R Package for Targeted Maximum Likelihood Estimation

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  • Gruber, Susan
  • Laan, Mark van der

Abstract

Targeted maximum likelihood estimation (TMLE) is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package that implements TMLE of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates, including an additive treatment effect, relative risk, odds ratio, and the controlled direct effect of a binary treatment controlling for a binary intermediate variable on the pathway from treatment to the out- come. Estimation of the parameters of a marginal structural model is also available. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing the analysis of longitudinal data structures. Relevant factors of the likelihood may be modeled or fit data-adaptively according to user specifications, or passed in from an external estimation procedure. Effect estimates, variances, p values, and 95% confidence intervals are provided by the software.

Suggested Citation

  • Gruber, Susan & Laan, Mark van der, 2012. "tmle: An R Package for Targeted Maximum Likelihood Estimation," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i13).
    • Handle: RePEc:jss:jstsof:v:051:i13
    DOI: http://hdl.handle.net/10.18637/jss.v051.i13
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    References listed on IDEAS

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    1. Stitelman Ori M & van der Laan Mark J., 2010. "Collaborative Targeted Maximum Likelihood for Time to Event Data," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-46, June.
    2. Heejung Bang & James M. Robins, 2005. "Doubly Robust Estimation in Missing Data and Causal Inference Models," Biometrics, The International Biometric Society, vol. 61(4), pages 962-973, December.
    3. Xiao Yongling & Abrahamowicz Michal & Moodie Erica E. M., 2010. "Accuracy of Conventional and Marginal Structural Cox Model Estimators: A Simulation Study," The International Journal of Biostatistics, De Gruyter, vol. 6(2), pages 1-30, March.
    4. van der Laan Mark J. & Gruber Susan, 2010. "Collaborative Double Robust Targeted Maximum Likelihood Estimation," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-71, May.
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