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Full-Text Articles in Biostatistics
Targeted Maximum Likelihood Estimation Of Natural Direct Effects, Wenjing Zheng, Mark Van Der Laan
Targeted Maximum Likelihood Estimation Of Natural Direct Effects, Wenjing Zheng, Mark Van Der Laan
Wenjing Zheng
In many causal inference problems, one is interested in the direct causal effect of an exposure on an outcome of interest that is not mediated by certain intermediate variables. Robins and Greenland (1992) and Pearl (2001) formalized the definition of two types of direct effects (natural and controlled) under the counterfactual framework. The efficient scores (under a nonparametric model) for the various natural effect parameters and their general robustness conditions, as well as an estimating equation based estimator using the efficient score, are provided in Tchetgen Tchetgen and Shpitser (2011b). In this article, we apply the targeted maximum likelihood framework …
Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan
Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan
Wenjing Zheng
We consider a targeted maximum likelihood estimator of a path-wise differentiable parameter of the data generating distribution in a semi-parametric model based on observing n independent and identically distributed observations. The targeted maximum likelihood estimator (TMLE) uses V-fold sample splitting for the initial estimator in order to make the TMLE maximally robust in its bias reduction step. We prove a general theorem that states asymptotic efficiency (and thereby regularity) of the targeted maximum likelihood estimator when the initial estimator is consistent and a second order term converges to zero in probability at a rate faster than the square root of …
Cross-Validated Targeted Minimum-Loss-Based Estimation, Wenjing Zheng, Mark Van Der Laan
Cross-Validated Targeted Minimum-Loss-Based Estimation, Wenjing Zheng, Mark Van Der Laan
Wenjing Zheng
No abstract provided.