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Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

Applications · Statistics 2020-06-17 Chi Zhang , Jennifer Ahern , Mark J. van der Laan

We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…

Methodology · Statistics 2025-06-23 Yi Li , Sky Qiu , Zeyi Wang , Mark van der Laan

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…

Methodology · Statistics 2021-07-08 Laura B. Balzer , Wenjing Zheng , Mark J. van der Laan , Maya L. Petersen

Targeted maximum likelihood estimation is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two-step procedure for estimation of causal parameters. Proposed targeted maximum likelihood…

Methodology · Statistics 2021-06-22 Helene Charlotte Wiese Rytgaard , Frank Eriksson , Mark van der Laan

Longitudinal targeted maximum likelihood estimation (LTMLE) has very rarely been used to estimate dynamic treatment effects in the context of time-dependent confounding affected by prior treatment when faced with long follow-up times,…

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Methodology · Statistics 2016-08-23 Iván Díaz

This paper studies the generalization of the targeted minimum loss-based estimation (TMLE) framework to estimation of effects of time-varying interventions in settings where both interventions, covariates, and outcome can happen at…

Statistics Theory · Mathematics 2021-05-06 Helene C. Rytgaard , Thomas A. Gerds , Mark J. van der Laan

Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…

Methodology · Statistics 2019-06-14 Weixin Cai , Mark J. van der Laan

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

Structural equation modeling (SEM) and path analysis have long been central tools for studying complex causal relationships in the social and behavioral sciences, yet their reliance on parametric assumptions can lead to biased inference…

Other Statistics · Statistics 2026-03-10 Junjie Ma , Xiaoya Zhang , Guangye He , Yuting Han , Ting Ge , Feng Ji

The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…

Applications · Statistics 2022-08-03 Lingjing Jiang , Michael Rosenblum , Yu Du

Intensive longitudinal data, characterized by frequent measurements across numerous time points, are increasingly common due to advances in wearable devices and mobile health technologies. We consider evaluating causal mediation pathways…

Methodology · Statistics 2025-06-26 Tianchen Qian

We propose Deep Longitudinal Targeted Minimum Loss-based Estimation (Deep LTMLE), a novel approach to estimate the counterfactual mean of outcome under dynamic treatment policies in longitudinal problem settings. Our approach utilizes a…

Machine Learning · Statistics 2025-06-09 Toru Shirakawa , Yi Li , Yulun Wu , Sky Qiu , Yuxuan Li , Mingduo Zhao , Hiroyasu Iso , Mark van der Laan

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

Adaptive experimental designs have gained popularity in clinical trials and online experiments. Unlike traditional, fixed experimental designs, adaptive designs can dynamically adjust treatment randomization probabilities and other design…

Methodology · Statistics 2025-08-19 Wenxin Zhang , Mark van der Laan

Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…

Statistics Theory · Mathematics 2021-07-02 Mark van der Laan , Zeyi Wang , Lars van der Laan

In this technical note we present a targeted maximum likelihood estimator (TMLE) for a previously studied target parameter that aims to transport an average treatment effect (ATE) on a clinical outcome in a source population to what the ATE…

Methodology · Statistics 2025-01-14 Mark van der Laan , Susan Gruber

Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia" and not reap the benefits of optimality. Here we propose a…

Methodology · Statistics 2025-02-04 Noel Pimentel , Alejandro Schuler , Mark van der Laan
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