A Condensed Key for A Visual Guide to Targeted Maximum Likelihood Estimation (TMLE)

A condensed key for my corresponding TMLE tutorial blog post. Initial set up Estimand of interest: \[ATE = \Psi = E_W[\mathrm{E}[Y|A=1,\mathbf{W}] - \mathrm{E}[Y|A=0,\mathbf{W}]]\] Step 1: Estimate the Outcome First, estimate the expected value of the outcome using treatment and confounders as predictors. \[Q(A,\mathbf{W}) = \mathrm{E}[Y|A,\mathbf{W}]\] Then use that fit to obtain estimates of the expected outcome under varying three different treatment conditions: