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inverse-probability-weights

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Targeted maximum likelihood estimation (TMLE) enables the integration of machine learning approaches in comparative effectiveness studies. It is a doubly robust method, making use of both the outcome model and propensity score model to generate an unbiased estimate as long as at least one of the models is correctly specified.

  • Updated Jan 5, 2023
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Non-parametric variable selection and inference via the outcome-adaptive Random Forest (OARF). Uses the IPTW estimator to estimate the ATE while the propensity score is estimated via OARF. This leads to smaller variance and bias. Only variables that are confounders or predictive of the outcome are selected for the propensity score.

  • Updated Jul 26, 2021
  • R

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