Open Access. Powered by Scholars. Published by Universities.®

Statistics and Probability Commons

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 6 of 6

Full-Text Articles in Statistics and Probability

Identification And Efficient Estimation Of The Natural Direct Effect Among The Untreated, Samuel D. Lendle, Mark J. Van Der Laan Dec 2011

Identification And Efficient Estimation Of The Natural Direct Effect Among The Untreated, Samuel D. Lendle, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

The natural direct effect (NDE), or the effect of an exposure on an outcome if an intermediate variable was set to the level it would have been in the absence of the exposure, is often of interest to investigators. In general, the statistical parameter associated with the NDE is difficult to estimate in the non-parametric model, particularly when the intermediate variable is continuous or high dimensional. In this paper we introduce a new causal parameter called the natural direct effect among the untreated, discus identifiability assumptions, and show that this new parameter is equivalent to the NDE in a randomized …


Estimation Of A Non-Parametric Variable Importance Measure Of A Continuous Exposure, Chambaz Antoine, Pierre Neuvial, Mark J. Van Der Laan Oct 2011

Estimation Of A Non-Parametric Variable Importance Measure Of A Continuous Exposure, Chambaz Antoine, Pierre Neuvial, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We define a new measure of variable importance of an exposure on a continuous outcome, accounting for potential confounders. The exposure features a reference level x0 with positive mass and a continuum of other levels. For the purpose of estimating it, we fully develop the semi-parametric estimation methodology called targeted minimum loss estimation methodology (TMLE) [van der Laan & Rubin, 2006; van der Laan & Rose, 2011]. We cover the whole spectrum of its theoretical study (convergence of the iterative procedure which is at the core of the TMLE methodology; consistency and asymptotic normality of the estimator), practical implementation, simulation …


Variable Importance Analysis With The Multipim R Package, Stephan J. Ritter, Nicholas P. Jewell, Alan E. Hubbard Jul 2011

Variable Importance Analysis With The Multipim R Package, Stephan J. Ritter, Nicholas P. Jewell, Alan E. Hubbard

U.C. Berkeley Division of Biostatistics Working Paper Series

We describe the R package multiPIM, including statistical background, functionality and user options. The package is for variable importance analysis, and is meant primarily for analyzing data from exploratory epidemiological studies, though it could certainly be applied in other areas as well. The approach taken to variable importance comes from the causal inference field, and is different from approaches taken in other R packages. By default, multiPIM uses a double robust targeted maximum likelihood estimator (TMLE) of a parameter akin to the attributable risk. Several regression methods/machine learning algorithms are available for estimating the nuisance parameters of the models, including …


Estimation And Testing In Targeted Group Sequential Covariate-Adjusted Randomized Clinical Trials, Antoine Chambaz, Mark J. Van Der Laan Apr 2011

Estimation And Testing In Targeted Group Sequential Covariate-Adjusted Randomized Clinical Trials, Antoine Chambaz, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

This article is devoted to the construction and asymptotic study of adaptive group sequential covariate-adjusted randomized clinical trials analyzed through the prism of the semiparametric methodology of targeted maximum likelihood estimation (TMLE). We show how to build, as the data accrue group-sequentially, a sampling design which targets a user-supplied optimal design. We also show how to carry out a sound TMLE statistical inference based on such an adaptive sampling scheme (therefore extending some results known in the i.i.d setting only so far), and how group-sequential testing applies on top of it. The procedure is robust (i.e., consistent even if the …


Targeted Maximum Likelihood Estimation For Dynamic Treatment Regimes In Sequential Randomized Controlled Trials, Paul Chaffee, Mark J. Van Der Laan Mar 2011

Targeted Maximum Likelihood Estimation For Dynamic Treatment Regimes In Sequential Randomized Controlled Trials, Paul Chaffee, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Sequential Randomized Controlled Trials (SRCTs) are rapidly becoming essential tools in the search for optimized treatment regimes in ongoing treatment settings. Analyzing data for multiple time-point treatments with a view toward optimal treatment regimes is of interest in many types of afflictions: HIV infection, Attention Deficit Hyperactivity Disorder in children, leukemia, prostate cancer, renal failure, and many others. Methods for analyzing data from SRCTs exist but they are either inefficient or suffer from the drawbacks of estimating equation methodology. We describe an estimation procedure, targeted maximum likelihood estimation (TMLE), which has been fully developed and implemented in point treatment settings, …


A Generalized Approach For Testing The Association Of A Set Of Predictors With An Outcome: A Gene Based Test, Benjamin A. Goldstein, Alan E. Hubbard, Lisa F. Barcellos Jan 2011

A Generalized Approach For Testing The Association Of A Set Of Predictors With An Outcome: A Gene Based Test, Benjamin A. Goldstein, Alan E. Hubbard, Lisa F. Barcellos

U.C. Berkeley Division of Biostatistics Working Paper Series

In many analyses, one has data on one level but desires to draw inference on another level. For example, in genetic association studies, one observes units of DNA referred to as SNPs, but wants to determine whether genes that are comprised of SNPs are associated with disease. While there are some available approaches for addressing this issue, they usually involve making parametric assumptions and are not easily generalizable. A statistical test is proposed for testing the association of a set of variables with an outcome of interest. No assumptions are made about the functional form relating the variables to the …