We also note this material is published in: Rosenblum, Michael and van der Laan, Mark J. (2010) "Targeted Maximum Likelihood Estimation of the Parameter of a Marginal Structural Model," The International Journal of Biostatistics: Vol. 6 : Iss. 2, Article 19. DOI: 10.2202/1557-4679.1238 Available at:


Targeted maximum likelihood estimation is a versatile tool for estimating parameters in semiparametric and nonparametric models. We work through an example applying targeted maximum likelihood methodology to estimate the parameter of a marginal structural model. In the case we consider, we show how this can be easily done by clever use of standard statistical software. We point out differences between targeted maximum likelihood estimation and other approaches (including estimating function based methods). The application we consider is to estimate the effect of adherence to antiretroviral medications on virologic failure in HIV positive individuals.



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