There are two interesting features of this targeting problem. First, we see that the nuisance parameter Qbarbar_M1_times_M2_a can be viewed in two ways: (1) the conditional mean of Qbarbar_M1_a given C with respect to the marginal of M_2 given A = a, C; (2) the conditional mean of Qbarbar_M2_a given C with respect to the marginal of M_1 given A = a, C. The natural inclination then is to use a sum loss function, which it seems we can do here.
1 2 3 4 5 6 7 8 9 10 11 12 |
Qbarbar |
Iterated mean estimates |
Y |
A vector of continuous or binary outcomes. |
A |
A vector of binary treatment assignment (assumed to be equal to 0 or 1). |
a |
The label for the treatment. The effects estimates returned pertain
to estimation of interventional effects of |
a_star |
The label for the treatment. The effects estimates returned pertain
to estimation of interventional effects of |
gn |
Power users may wish to pass in their own properly formatted list of the
propensity score so that
nuisance parameters can be fitted outside of |
tol |
The tolerance for stopping the iterative targeting procedure. |
max_iter |
The maximum number of iterations for the TMLE |
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