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When Sample-Splitting Choices Matter in TMLE and AIPW: Cross-Fitting, Targeting, and Repetition

TMLE 与 AIPW 中样本分割选择何时重要:交叉拟合、目标化与重复

Variants of targeted maximum likelihood estimation (TMLE) and augmented inverse-probability weighting (AIPW) with machine-learning nuisance models differ in which observations train them, how bias is corrected, and whether splits are repeated. In known-truth simulations of a binary-outcome average treatment effect, eight headline estimators shared each setting's library, inner folds and truncation bound; coverage differences were judged against a prespecified…

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A Plasmode Benchmark Can Refute but Cannot Certify: Projection and Regularity in Causal-Inference Simulation

半合成数据基准可反驳但不能认证:因果模拟中的投影与正则性

Plasmode simulation - resampling covariates, and often treatment, from a real cohort and regenerating the outcome from a model with an injected effect - is a standard tool for comparing causal-inference estimators. We argue that its validity turns on two separable design choices, and that separating them clarifies a recent debate over resampling versus regenerating the treatment. Our central message limits what such a benchmark can show: a plasmode can refute a universal…

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Three Routes to One Answer: Reconciling AIPW, TMLE, and Double Machine Learning for Applied Researchers

通向同一答案的三条路径:协调 AIPW、TMLE 与双重机器学习

Augmented inverse-probability weighting (AIPW), targeted maximum likelihood estimation (TMLE), and double/debiased machine learning (DML) are three routes to the same efficient influence function for the average treatment effect --- settled theory we treat as background. This tutorial's contribution is its worked, shared-nuisance reconciliation on real data: what a practitioner must actually match for the routes, and the software packages, to agree. Working the effect of…

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Best for which estimand? A known-truth benchmark of longitudinal-matching and target-trial-emulation methods for time-varying treatments

对哪个目标量最好?时变处理的纵向匹配与目标试验模拟已知真值基准

On a non-collapsible survival mechanism, longitudinal-matching and target-trial-emulation methods are not competing estimators of one truth but answers to different causal questions, so a benchmark that scores them against a single "true hazard ratio" fabricates bias. We provide the direct comparison of relative efficiency, variance estimation, and model sensitivity that reviews find lacking. On a deliberately non-collapsible continuous-time Cox mechanism with known truth,…

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Which Regularized Propensity-Score and Doubly Robust Methods Are Best Calibrated When Exposures or Outcomes Are Rare? A Plasmode Study of Proxy-Based Confounding Adjustment

暴露或结局罕见时哪种正则化倾向得分与双稳健方法校准最佳?基于代理混杂调整的plasmode研究

Purpose. Confounding adjustment in health-care database studies screens large proxy libraries where events per variable are low, straining standard propensity score (PS) methods, and many regularized variable-selection strategies exist (outcome-adaptive LASSO [OAL], group LASSO/GLiDeR, highly adaptive LASSO [HAL]). Yet few comparisons have varied exposure prevalence within such a selection menu, and none pairs it with doubly robust estimation, compute accounting, and a…

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Cross-Fitted Survey-Weighted TMLE with Design-Based Variance for Causal Machine Learning

具有设计型方差的交叉拟合调查加权 TMLE

Cross-fitting is not a refinement of survey-weighted causal machine learning but, once the nuisances are flexible, what restores valid inference. We study the population average treatment effect under a stratified multistage design, estimated by a survey-aware targeted maximum likelihood estimator (TMLE) whose variance is obtained by Taylor-series linearization of the influence function, treating the primary sampling unit as the replication unit. Our central result is that…

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