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Targeted maximum likelihood estimation for a binary treatment: A tutorial

Angel Luque-Fernandez, Miguel; Schomaker, Michael; Rachet, Bernard; Schnitzer, Mireille E.

STATISTICS IN MEDICINE
2018
VL / 37 - BP / 2530 - EP / 2546
abstract
When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naive regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository:

AccesS level

Green accepted, Green published, Gold other

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