Nonparametric Estimation of Relative Risk Using Splines and Cross-Validation

1988 ◽  
Vol 9 (3) ◽  
pp. 531-542 ◽  
Author(s):  
Finbarr O’Sullivan
2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Weixin Cai ◽  
Mark van der Laan

AbstractThe Highly-Adaptive least absolute shrinkage and selection operator (LASSO) Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation norm of the true nuisance functions (i.e., relevant part of data distribution) are finite. It relies on an initial estimator (HAL-MLE) of the nuisance functions by minimizing the empirical risk over the parameter space under the constraint that the sectional variation norm of the candidate functions are bounded by a constant, where this constant can be selected with cross-validation. In this article we establish that the nonparametric bootstrap for the HAL-TMLE, fixing the value of the sectional variation norm at a value larger or equal than the cross-validation selector, provides a consistent method for estimating the normal limit distribution of the HAL-TMLE. In order to optimize the finite sample coverage of the nonparametric bootstrap confidence intervals, we propose a selection method for this sectional variation norm that is based on running the nonparametric bootstrap for all values of the sectional variation norm larger than the one selected by cross-validation, and subsequently determining a value at which the width of the resulting confidence intervals reaches a plateau. We demonstrate our method for 1) nonparametric estimation of the average treatment effect when observing a covariate vector, binary treatment, and outcome, and for 2) nonparametric estimation of the integral of the square of the multivariate density of the data distribution. In addition, we also present simulation results for these two examples demonstrating the excellent finite sample coverage of bootstrap-based confidence intervals.


Biometrika ◽  
1984 ◽  
Vol 71 (2) ◽  
pp. 341-351 ◽  
Author(s):  
ADRIAN W. BOWMAN ◽  
PETER HALL ◽  
D. M. TITTERINGTON

2006 ◽  
Vol 175 (4S) ◽  
pp. 289-289 ◽  
Author(s):  
Humphrey Atiemo ◽  
Ashwin A. Vaze ◽  
Courtenay K. Moore ◽  
Michael Aleman ◽  
Joseph Abdelmalak ◽  
...  

2005 ◽  
Vol 173 (4S) ◽  
pp. 53-53 ◽  
Author(s):  
Patti A. Groome ◽  
Susan L. Rohland ◽  
Michael D. Brundage ◽  
Jeremy P.W. Heaton ◽  
William J. Mackillop ◽  
...  

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