Super Learning

Abstract

This is the first chapter in our text focused on estimation within the road map for targeted learning. Now that we’ve defined the research question, including our data, the model, and the target parameter, we are ready to begin. For the estimation of a target parameter of the probability distribution of the data, such as target parameters that can be interpreted as causal effects, we implement TMLE. The first step in this estimation procedure is an initial estimate of the data-generating distribution P0, or the relevant part Q0 of P0 that is needed to evaluate the target parameter. This is the step presented in Chap. 3, and TMLE will be presented in Chaps. 4 and 5.