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U.C. Berkeley Division of Biostatistics Working Paper Series

2010

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Collaborative Targeted Maximum Likelihood For Time To Event Data, Ori M. Stitelman, Mark J. Van Der Laan Mar 2010

Collaborative Targeted Maximum Likelihood For Time To Event Data, Ori M. Stitelman, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Current methods used to analyze time to event data either, rely on highly parametric assumptions which result in biased estimates of parameters which are purely chosen out of convenience, or are highly unstable because they ignore the global constraints of the true model. By using Targeted Maximum Likelihood Estimation one may consistently estimate parameters which directly answer the statistical question of interest. Targeted Maximum Likelihood Estimators are substitution estimators, which rely on estimating the underlying distribution. However, unlike other substitution estimators, the underlying distribution is estimated specifically to reduce bias in the estimate of the parameter of interest. We will …