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Estimation of time‐specific intervention effects on continuously distributed time‐to‐event outcomes by targeted maximum likelihood estimation

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  • Helene C. W. Rytgaard
  • Frank Eriksson
  • Mark J. van der Laan
Abstract
This work considers targeted maximum likelihood estimation (TMLE) of treatment effects on absolute risk and survival probabilities in classical time‐to‐event settings characterized by right‐censoring and competing risks. TMLE is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two‐step procedure for substitution estimation of causal parameters. We specialize and extend the continuous‐time TMLE methods for competing risks settings, proposing a targeting algorithm that iteratively updates cause‐specific hazards to solve the efficient influence curve equation for the target parameter. As part of the work, we further detail and implement the recently proposed highly adaptive lasso estimator for continuous‐time conditional hazards with L1‐penalized Poisson regression. The resulting estimation procedure benefits from relying solely on very mild nonparametric restrictions on the statistical model, thus providing a novel tool for machine‐learning‐based semiparametric causal inference for continuous‐time time‐to‐event data. We apply the methods to a publicly available dataset on follicular cell lymphoma where subjects are followed over time until disease relapse or death without relapse. The data display important time‐varying effects that can be captured by the highly adaptive lasso. In our simulations that are designed to imitate the data, we compare our methods to a similar approach based on random survival forests and to the discrete‐time TMLE.

Suggested Citation

  • Helene C. W. Rytgaard & Frank Eriksson & Mark J. van der Laan, 2023. "Estimation of time‐specific intervention effects on continuously distributed time‐to‐event outcomes by targeted maximum likelihood estimation," Biometrics, The International Biometric Society, vol. 79(4), pages 3038-3049, December.
    • Handle: RePEc:bla:biomet:v:79:y:2023:i:4:p:3038-3049
    DOI: 10.1111/biom.13856
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    References listed on IDEAS

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    1. Scheike, Thomas H. & Zhang, Mei-Jie, 2011. "Analyzing Competing Risk Data Using the R timereg Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i02).
    2. van der Laan Mark, 2017. "A Generally Efficient Targeted Minimum Loss Based Estimator based on the Highly Adaptive Lasso," The International Journal of Biostatistics, De Gruyter, vol. 13(2), pages 1-35, November.
    3. J. K. Lindsey, 1995. "Fitting Parametric Counting Processes by Using Log‐Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(2), pages 201-212, June.
    4. Stitelman Ori M & Wester C. William & De Gruttola Victor & van der Laan Mark J., 2011. "Targeted Maximum Likelihood Estimation of Effect Modification Parameters in Survival Analysis," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-34, March.
    5. van der Laan Mark J. & Gruber Susan, 2012. "Targeted Minimum Loss Based Estimation of Causal Effects of Multiple Time Point Interventions," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-41, May.
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