Jump to ContentJump to Main Navigation
Show Summary Details
More options …

The International Journal of Biostatistics

Ed. by Chambaz, Antoine / Hubbard, Alan E. / van der Laan, Mark J.

2 Issues per year


IMPACT FACTOR 2016: 0.500
5-year IMPACT FACTOR: 0.862

CiteScore 2016: 0.42

SCImago Journal Rank (SJR) 2016: 0.488
Source Normalized Impact per Paper (SNIP) 2016: 0.467

Mathematical Citation Quotient (MCQ) 2016: 0.09

Online
ISSN
1557-4679
See all formats and pricing
More options …

Targeted Minimum Loss Based Estimation of a Causal Effect on an Outcome with Known Conditional Bounds

Susan Gruber / Mark J. van der Laan
Published Online: 2012-07-25 | DOI: https://doi.org/10.1515/1557-4679.1413

Abstract

This paper presents a targeted minimum loss based estimator (TMLE) that incorporates known conditional bounds on a continuous outcome. Subject matter knowledge regarding the bounds of a continuous outcome within strata defined by a subset of covariates, X, translates into statistical knowledge that constrains the model space of the true joint distribution of the data. In settings where there is low Fisher Information in the data for estimating the desired parameter, as is common when X is high dimensional relative to sample size, incorporating this domain knowledge can improve the fit of the targeted outcome regression, thereby improving bias and variance of the parameter estimate. We show that TMLE, a substitution estimator defined as a mapping from a density to a (possibly d-dimensional) real number, readily incorporates this global knowledge, resulting in improved finite sample performance.

Keywords: TMLE; targeted maximum likelihood estimation; targeted minimum loss based estimation; boundedness; conditional bounds

About the article

Published Online: 2012-07-25


Citation Information: The International Journal of Biostatistics, Volume 8, Issue 1, ISSN (Online) 1557-4679, DOI: https://doi.org/10.1515/1557-4679.1413.

Export Citation

©2012 Walter de Gruyter GmbH & Co. KG, Berlin/Boston. Copyright Clearance Center

Citing Articles

Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.

[1]
Noémi Kreif, Susan Gruber, Rosalba Radice, Richard Grieve, and Jasjeet S Sekhon
Statistical Methods in Medical Research, 2016, Volume 25, Number 5, Page 2315
[2]
Mark J. van der Laan
The International Journal of Biostatistics, 2014, Volume 10, Number 1

Comments (0)

Please log in or register to comment.
Log in