Statistics and Probability Commons^™

Collaborative Targeted Maximum Likelihood Estimation, Mark J. Van Der Laan, Susan Gruber

U.C. Berkeley Division of Biostatistics Working Paper Series

Collaborative double robust targeted maximum likelihood estimators represent a fundamental further advance over standard targeted maximum likelihood estimators of causal inference and variable importance parameters. The targeted maximum likelihood approach involves fluctuating an initial density estimate, (Q), in order to make a bias/variance tradeoff targeted towards a specific parameter in a semi-parametric model. The fluctuation involves estimation of a nuisance parameter portion of the likelihood, g. TMLE and other double robust estimators have 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 …