Targeted Learning of the Causal Effects of Stochastic Interventions
Authors: Nima Hejazi, Jeremy Coyle, and Mark van der Laan
tmle3shift
is an adapter/extension R package in the tlverse
ecosystem that exposes support for the estimation of a target parameter
defined as the mean counterfactual outcome under a posited shift of the
natural value of a continuous-valued intervention, using the formalism
of stochastic treatment regimes. As an adapter package, tmle3shift
builds upon the core tlverse
grammar introduced by tmle3
, a general
framework that supports the implementation of a range of TMLE parameters
through a unified interface. For a detailed description of the target
parameter, TML estimator, and algorithm implemented in tmle3shift
, the
interested reader is invited to consult Dı́az and van der Laan (2012)
and Dı́az and van der Laan (2018). For a general discussion of the
framework of targeted minimum loss-based estimation and the role this
methodology plays in statistical and causal inference, the canonical
references are van der Laan and Rose (2011) and van der Laan and Rose
(2018).
Building on the original work surrounding the TML estimator for the
aforementioned target parameter, tmle3shift
additionally implements a
set of techniques for variable importance analysis, allowing for a
sequence of mean counterfactual outcomes, estimated under a sequence of
posited shifts, to be summarized via a working marginal structural model
(MSM). The goal of this work is to build upon the tlverse
framework
and the estimation methodology implemented for a single mean
counterfactual outcome in order to introduce an end-to-end methodology
for variable importance analyses.
You can install the development version of tmle3shift
from GitHub via
remotes
with
remotes::install_github("tlverse/tmle3shift")
If you encounter any bugs or have any specific feature requests, please file an issue.
Contributions are very welcome. Interested contributors should consult our contribution guidelines prior to submitting a pull request.
After using the tmle3shift
R package, please cite the following:
@software{hejazi2021tmle3shift-rpkg,
author = {Hejazi, Nima S and Coyle, Jeremy R and {van der Laan}, Mark
J},
title = {{tmle3shift}: {Targeted Learning} of the Causal Effects of
Stochastic Interventions},
year = {2021},
howpublished = {\url{https://github.com/tlverse/tmle3shift}},
note = {{R} package version 0.2.0},
url = {https://doi.org/10.5281/zenodo.4603372},
doi = {10.5281/zenodo.4603372}
}
- R/
txshift
- An R package providing an independent implementation of the TML estimation procedure and statistical methodology as is made available here, without reliance on thetlverse
grammar provided bytmle3
.
The development of this software was supported in part through a grant from the National Institutes of Health: T32 LM012417-02.
The contents of this repository are distributed under the GPL-3 license.
See file LICENSE
for details.
Dı́az, Iván, and Mark J van der Laan. 2012. “Population Intervention Causal Effects Based on Stochastic Interventions.” Biometrics 68 (2): 541–49.
———. 2018. “Stochastic Treatment Regimes.” In Targeted Learning in Data Science: Causal Inference for Complex Longitudinal Studies, 167–80. Springer Science & Business Media.
van der Laan, Mark J, and Sherri Rose. 2011. Targeted Learning: Causal Inference for Observational and Experimental Data. Springer Science & Business Media.
———. 2018. Targeted Learning in Data Science: Causal Inference for Complex Longitudinal Studies. Springer Science & Business Media.