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Targeted maximum likelihood estimation for a binary treatment: A tutorial
Author(s) -
LuqueFernandez Miguel Angel,
Schomaker Michael,
Rachet Bernard,
Schnitzer Mireille E.
Publication year - 2018
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.7628
Subject(s) - computer science , outcome (game theory) , nonparametric statistics , contrast (vision) , propensity score matching , parametric statistics , code (set theory) , binary number , estimation , statistics , specification , machine learning , artificial intelligence , mathematics , programming language , arithmetic , mathematical economics , set (abstract data type) , management , economics
When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naïve regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository: https://github.com/migariane/SIM-TMLE-tutorial.