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Asymptotic linearity of an estimator; causal effect; efficient influence curve; empirical efficiency maximization; confounding; G-computation formula
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Targeted Minimum Loss Based Estimator That Outperforms A Given Estimator, Susan Gruber, Mark J. Van Der Laan
Targeted Minimum Loss Based Estimator That Outperforms A Given Estimator, Susan Gruber, Mark J. Van Der Laan
U.C. Berkeley Division of Biostatistics Working Paper Series
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. For the sake of illustration we focus on estimation of the additive average causal effect of a point …