This letter shows, with a simple causal example and a longitudinal appendix, how to construct a TMLE by solving the efficient influence function's estimating equation with a sequence of weighted regression updates.
Comment: Performance of Double-Robust Estimators When ``Inverse Probability'' Weights Are Highly Variable
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Comment on ``Performance of Double-Robust Estimators When ``Inverse Probability'' Weights Are Highly Variable'' [arXiv:0804.2958]
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Constructing targeted minimum loss/maximum likelihood estimators: a simple illustration to build intuition
This letter shows, with a simple causal example and a longitudinal appendix, how to construct a TMLE by solving the efficient influence function's estimating equation with a sequence of weighted regression updates.