As the size of data sets grows ever larger, the need for valid statistical tools is greater than ever. This book introduces super learning and the targeted maximum likelihood estimator, and discusses complex data structures and related applied topics.

The statistics profession is at a unique point in history. The need for valid statistical tools is greater than ever; data sets are massive, often measuring hundreds of thousands of measurements for a single subject. The field is ready to move towards clear objective benchmarks under which tools can be evaluated. Targeted learning allows (1) the full generalization and utilization of cross-validation as an estimator selection tool so that the subjective choices made by humans are now made by the machine, and (2) targeting the fitting of the probability distribution of the data toward the target parameter representing the scientific question of interest.

This book is aimed at both statisticians and applied researchers interested in causal inference and general effect estimation for observational and experimental data. Part I is an accessible introduction to super learning and the targeted maximum likelihood estimator, including related concepts necessary to understand and apply these methods. Parts II-IX handle complex data structures and topics applied researchers will immediately recognize from their own research, including time-to-event outcomes, direct and indirect effects, positivity violations, case-control studies, censored data, longitudinal data, and genomic studies.

Establishes causal inference methodology that incorporates the benefits of machine learning with statistical inference Presentation combines accessibility with the method's rigorous grounding in statistical theory Demonstrates targeted learning in epidemiological, medical, and genomic experimental and observational studies that include informative dropout, missingness, time-dependent confounding, and case-control sampling Includes supplementary material: sn.pub/extras

Autorentext

Mark J. van der Laan is a Hsu/Peace Professor of Biostatistics and Statistics at the University of California, Berkeley. His research concerns causal inference, prediction, adjusting for missing and censored data, and estimation based on high-dimensional observational and experimental biomedical and genomic data. He is the recipient of the 2005 COPSS Presidents' and Snedecor Awards, as well as the 2004 Spiegelman Award, and is a Founding Editor for the International Journal of Biostatistics.

Sherri Rose is currently a PhD candidate in the Division of Biostatistics at the University of California, Berkeley. Her research interests include causal inference, prediction, and applications in rare diseases. Upon completion of her doctoral degree, she will begin an NSF Mathematical Sciences Postdoctoral Research Fellowship at Johns Hopkins Bloomberg School of Public Health.

Inhalt
Models, Inference, and Truth.- The Open Problem.- Defining the Model and Parameter.- Super Learning.- Introduction to TMLE.- Understanding TMLE.- Why TMLE?.- Bounded Continuous Outcomes.- Direct Effects and Effect Among the Treated.- Marginal Structural Models.- Positivity.- Robust Analysis of RCTs Using Generalized Linear Models.- Targeted ANCOVA Estimator in RCTs.- Independent Case-Control Studies.- Why Match? Matched Case-Control Studies.- Nested Case-Control Risk Score Prediction.- Super Learning for Right-Censored Data.- RCTs with Time-to-Event Outcomes.- RCTs with Time-to-Event Outcomes and Effect Modification Parameters.- C-TMLE of an Additive Point Treatment Effect.- C-TMLE for Time-to-Event Outcomes.- Propensity-Score-Based Estimators and C-TMLE.- Targeted Methods for Biomarker Discovery.- Finding Quantitative Trait Loci Genes.- Case Study: Longitudinal HIV Cohort Data.- Probability of Success of an In Vitro Fertilization Program.- Individualized Antiretroviral Initiation Rules.- Cross-Validated Targeted Minimum-Loss-Based Estimation.- Targeted Bayesian Learning.- TMLE in Adaptive Group Sequential Covariate Adjusted RCTs.- Foundations of TMLE.- Introduction to R Code Implementation.