Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
tmle: An R Package for Targeted Maximum Likelihood Estimation | Gruber | Journal of Statistical Software
Authors: Susan Gruber, Mark van der Laan
Title: tmle: An R Package for Targeted Maximum Likelihood Estimation
Abstract: Targeted maximum likelihood estimation (TMLE) is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package that implements TMLE of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates, including an additive treatment effect, relative risk, odds ratio, and the controlled direct effect of a binary treatment controlling for a binary intermediate variable on the pathway from treatment to the out- come. Estimation of the parameters of a marginal structural model is also available. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing the analysis of longitudinal data structures. Relevant factors of the likelihood may be modeled or fit data-adaptively according to user specifications, or passed in from an external estimation procedure. Effect estimates, variances, p values, and 95% confidence intervals are provided by the software.

Page views:: 6019. Submitted: 2011-02-07. Published: 2012-11-16.
Paper: tmle: An R Package for Targeted Maximum Likelihood Estimation     Download PDF (Downloads: 6049)
tmle_1.2.0-3.tar.gz: R source package Download (Downloads: 445; 30KB)
v51i13.R: R example code from the paper Download (Downloads: 501; 7KB)

DOI: 10.18637/jss.v051.i13

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.