TMLE tutorial

This GitHub repository made available to the scientific community the data and the code presented in the manuscript:

“Targeted Maximum Likelihood Estimation for a Binary Treatment: A tutorial. (2018) Statistics in Medicine ”

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Miguel Angel Luque-Fernandez, Michael Schomaker, Bernard Rachet, Mireille Schnitzer


When estimating the average effect of a binary treatment (or exposure), 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. Contrastingly, propensity score methods require the correct specification of an exposure model. Doubly robust methods only require correct specification of one of these models. TMLE is a semi-parametric doubly robust method that improves the chances of correct model specification by allowing for flexible estimation using non-parametric 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 (i.e., when a study participant had zero 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 and at the following GitHub repository:

Keywords: Causal Inference, Machine Learning, Observational Studies, Targeted Maximum Likelihood Estimation, Super Learner, Epidemiology,