Abstract
Targeted maximum likelihood estimation (TMLE) presents an approach for construction of an efficient double-robust semi-parametric substitution estimator of a target feature of the data generating distribution, such as a statistical association measure or a causal effect parameter. tmle is a recently developed R package that implements TMLE for estimation of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates: the additive treatment effect, the relative risk, the odds ratio. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing this package to analyze longitudinal data structures. The TMLE of the direct effect of the binary treatment, controlling for a binary intermediate variable on the pathway from treatment to the outcome, is also implemented. Estimation of the parameters of a marginal structural model for binary treatments is also provided. Relevant factors of the likelihood may be modeled or fit by user-specified commands, or fit data-adaptively internally. Effect estimates, variances, p-values, and 95% confidence intervals are provided by the software.
Disciplines
Biostatistics
Suggested Citation
Gruber, Susan and van der Laan, Mark J., "tmle: An R Package for Targeted Maximum Likelihood Estimation" (February 2011). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 275.
https://biostats.bepress.com/ucbbiostat/paper275
Comments
This paper was revised May 29, 2012.