Targeted minimum loss based estimation of a causal effect on an outcome with known conditional bounds.

View Abstract

This paper presents a targeted minimum loss based estimator (TMLE) that incorporates known conditional bounds on a continuous outcome. Subject matter knowledge regarding the bounds of a continuous outcome within strata defined by a subset of covariates, X, translates into statistical knowledge that constrains the model space of the true joint distribution of the data. In settings where there is low Fisher Information in the data for estimating the desired parameter, as is common when X is high dimensional relative to sample size, incorporating this domain knowledge can improve the fit of the targeted outcome regression, thereby improving bias and variance of the parameter estimate. We show that TMLE, a substitution estimator defined as a mapping from a density to a (possibly d-dimensional) real number, readily incorporates this global knowledge, resulting in improved finite sample performance.

Abbreviation
Int J Biostat
Publication Date
2012-07-25
Volume
8
Issue
1
Page Numbers
21
Pubmed ID
22850077
Medium
Electronic
Full Title
Targeted minimum loss based estimation of a causal effect on an outcome with known conditional bounds.
Authors
Gruber S, van der Laan MJ