Collaborative double robust targeted maximum likelihood estimation.

The International Journal of Biostatistics
Mark J van der Laan, Susan Gruber

Abstract

Collaborative double robust targeted maximum likelihood estimators represent a fundamental further advance over standard targeted maximum likelihood estimators of a pathwise differentiable parameter of a data generating distribution in a semiparametric model, introduced in van der Laan, Rubin (2006). The targeted maximum likelihood approach involves fluctuating an initial estimate of a relevant factor (Q) of the density of the observed data, in order to make a bias/variance tradeoff targeted towards the parameter of interest. The fluctuation involves estimation of a nuisance parameter portion of the likelihood, g. TMLE has been shown to be consistent and asymptotically normally distributed (CAN) under regularity conditions, when either one of these two factors of the likelihood of the data is correctly specified, and it is semiparametric efficient if both are correctly specified. In this article we provide a template for applying collaborative targeted maximum likelihood estimation (C-TMLE) to the estimation of pathwise differentiable parameters in semi-parametric models. The procedure creates a sequence of candidate targeted maximum likelihood estimators based on an initial estimate for Q coupled with a succession of increasin...Continue Reading

References

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Citations

Feb 10, 2011·American Journal of Epidemiology·Dawn C MackeyUNKNOWN Osteoporotic Fractures in Men Research Group
Jan 1, 2010·The International Journal of Biostatistics·Susan Gruber, Mark J van der Laan
Jan 6, 2010·The International Journal of Biostatistics·Mark J van der Laan
Aug 26, 2010·The International Journal of Biostatistics·Nancy R Cook
May 11, 2011·The International Journal of Biostatistics·Ori M StitelmanMark J van der Laan
Sep 21, 2011·The International Journal of Biostatistics·Kristin E PorterJasjeet S Sekhon
Jul 22, 2014·Statistics in Medicine·Wei YangHarold I Feldman
Jul 17, 2013·Journal of Clinical Epidemiology·Samuel D LendleMark J van der Laan
Nov 13, 2015·Journal of Causal Inference·Samuel David LendleMark J van der Laan
Jul 21, 2016·Statistics in Medicine·Laura B BalzerUNKNOWN SEARCH Collaboration
Oct 13, 2016·Multivariate Behavioral Research·Machteld Vandecandelaere, Stijn Vansteelandt
Mar 9, 2017·Biometrics·Susan M Shortreed, Ashkan Ertefaie
Nov 29, 2016·Biometrics·Matthew CefaluGiovanni Parmigiani
Dec 18, 2014·American Journal of Epidemiology·Romain PirracchioMark van der Laan
Mar 1, 2012·Statistical Methods in Medical Research·Susan Gruber, Mark J van der Laan
Jun 14, 2012·Medical Decision Making : an International Journal of the Society for Medical Decision Making·Noemi KreifJasjeet S Sekhon
Feb 13, 2018·Biometrika·J MolinaJ M Robins
Dec 12, 2017·Statistical Methods in Medical Research·Cheng JuMark J van der Laan
Sep 25, 2017·Statistical Methods in Medical Research·Cheng JuMark J van der Laan
Jul 2, 2016·Statistical Methods in Medical Research·Romain PirracchioUNKNOWN TRACK-TBI Investigators including Wayne A Gordon, Hester F Lingsma, Andrew IR Maas, Pratik Mukherjee, David O Okonkwo, David
May 12, 2018·Biometrics·Joseph AntonelliDenis Agniel
Jan 27, 2016·Epidemiology and Psychiatric Sciences·R C KesslerA M Zaslavsky
May 27, 2016·The International Journal of Biostatistics·Karel Vermeulen, Stijn Vansteelandt
May 27, 2016·The International Journal of Biostatistics·Iván DíazMark J van der Laan
Feb 12, 2014·The International Journal of Biostatistics·Mark J van der Laan
Oct 12, 2019·Health Services Research·K John McConnell, Stephan Lindner
Jan 30, 2018·Journal of the Royal Statistical Society. Series B, Statistical Methodology·Kara E Rudolph, Mark J van der Laan
Jul 12, 2018·Statistical Methods in Medical Research·Cheng JuMark J van der Laan
Nov 15, 2019·Current Epidemiology Reports·Christine ChoiratMarianthi-Anna Kioumourtzoglou
Aug 7, 2019·Statistical Methods in Medical Research·Oliver Dukes, Stijn Vansteelandt
Sep 30, 2020·Quality Management in Health Care·Douglas LandsittelKristin Kropf
Feb 27, 2021·Journal of Psychiatric Research·Anthony J RoselliniJaimie L Gradus

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