KHstats - An Illustrated Guide to TMLE, Part II: The Algorithm

#statstab #399 An Illustrated Guide to TMLE, Part II: The Algorithm

Thoughts: Targeted Maximum Likelihood Estimation. Not sure what this is or if I'll ever use it, but the tutorial seems straightforward.

#guide #tutorial #TMLE #binary #ML

www.khstats.com/blog/tmle/tu...

KHstats - Visual Guides for Causal Inference

By the way, @kathoffman.bsky.social has cool visual aids for #tmle and other stuff on her site:

www.khstats.com/art/illustra...

Targeted Maximum Likelihood Estimation for Causal Inference in Observational Studies Abstract. Estimation of causal effects using observational data continues to grow in popularity in the epidemiologic literature. While many applications of

Gentlest #TMLE intro I know is this one:

academic.oup.com/aje/article-...

Performance of Cross‐Validated Targeted Maximum Likelihood Estimation Background Advanced methods for causal inference, such as targeted maximum likelihood estimation (TMLE), require specific convergence rates and the Donsker class condition for valid statistical esti.....

🚨 New paper in Statistics in Medicine!
We compare TMLE vs CV-TMLE in tricky simulations:
✅ Misspecification
✅ Limited overlap
✅ High dimensions
✅ Super Learner + cross-validation

Who performs best?
Read it: onlinelibrary.wiley.com/doi/10.1002/...
#CausalInference #TMLE #CVTMLE

Huge thanks to @mainerusergroup.bsky.social for having me host "Intro to Targeted Maximum Likelihood Estimation from Scratch"! Great discussion and thoughtful questions. Always a pleasure to connect with fellow R and causal inference enthusiasts! #rstats #TMLE #MaineR #casualinference