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Physical Sciences and Mathematics Commons

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Statistics and Probability

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2015

Targeted maximum likelihood estimation (TMLE)

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Full-Text Articles in Physical Sciences and Mathematics

Computerizing Efficient Estimation Of A Pathwise Differentiable Target Parameter, Mark J. Van Der Laan, Marco Carone, Alexander R. Luedtke Oct 2015

Computerizing Efficient Estimation Of A Pathwise Differentiable Target Parameter, Mark J. Van Der Laan, Marco Carone, Alexander R. Luedtke

Alex Luedtke

Frangakis et al. (2015) proposed a numerical method for computing the efficient influence function of a parameter in a nonparametric model at a specified distribution and observation (provided such an influence function exists). Their approach is based on the assumption that the efficient influence function is given by the directional derivative of the target parameter mapping in the direction of a perturbation of the data distribution defined as the convex line from the data distribution to a pointmass at the observation. In our discussion paper Luedtke et al. (2015) we propose a regularization of this procedure and establish the validity …


Computerizing Efficient Estimation Of A Pathwise Differentiable Target Parameter, Mark J. Van Der Laan, Marco Carone, Alexander R. Luedtke Jul 2015

Computerizing Efficient Estimation Of A Pathwise Differentiable Target Parameter, Mark J. Van Der Laan, Marco Carone, Alexander R. Luedtke

U.C. Berkeley Division of Biostatistics Working Paper Series

Frangakis et al. (2015) proposed a numerical method for computing the efficient influence function of a parameter in a nonparametric model at a specified distribution and observation (provided such an influence function exists). Their approach is based on the assumption that the efficient influence function is given by the directional derivative of the target parameter mapping in the direction of a perturbation of the data distribution defined as the convex line from the data distribution to a pointmass at the observation. In our discussion paper Luedtke et al. (2015) we propose a regularization of this procedure and establish the validity …


Adaptive Pre-Specification In Randomized Trials With And Without Pair-Matching, Laura B. Balzer, Mark J. Van Der Laan, Maya L. Petersen May 2015

Adaptive Pre-Specification In Randomized Trials With And Without Pair-Matching, Laura B. Balzer, Mark J. Van Der Laan, Maya L. Petersen

Laura B. Balzer

In randomized trials, adjustment for measured covariates during the analysis can reduce variance and increase power. To avoid misleading inference, the analysis plan must be pre-specified. However, it is unclear a priori which baseline covariates (if any) should be included in the analysis. Consider, for example, the Sustainable East Africa Research in Community Health (SEARCH) trial for HIV prevention and treatment. There are 16 matched pairs of communities and many potential adjustment variables, including region, HIV prevalence, male circumcision coverage and measures of community-level viral load. In this paper, we propose a rigorous procedure to data-adaptively select the adjustment set …


Adaptive Pre-Specification In Randomized Trials With And Without Pair-Matching, Laura B. Balzer, Mark J. Van Der Laan, Maya L. Petersen May 2015

Adaptive Pre-Specification In Randomized Trials With And Without Pair-Matching, Laura B. Balzer, Mark J. Van Der Laan, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

In randomized trials, adjustment for measured covariates during the analysis can reduce variance and increase power. To avoid misleading inference, the analysis plan must be pre-specified. However, it is unclear a priori which baseline covariates (if any) should be included in the analysis. Consider, for example, the Sustainable East Africa Research in Community Health (SEARCH) trial for HIV prevention and treatment. There are 16 matched pairs of communities and many potential adjustment variables, including region, HIV prevalence, male circumcision coverage and measures of community-level viral load. In this paper, we propose a rigorous procedure to data-adaptively select the adjustment set …