This paper provides a concise introduction to targeted maximum likelihood estimation (TMLE) of causal effect parameters. The interested analyst should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. A program written in R is provided. This program implements a basic version of TMLE that can be used to estimate the effect of a binary point treatment on a continuous or binary outcome.
Numerical Analysis and Computation | Statistical Methodology | Statistical Theory
Gruber, Susan and van der Laan, Mark J., "Targeted Maximum Likelihood Estimation: A Gentle Introduction" (August 2009). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 252.