Technical reference#
This reference accounts for every statistical method cleverly ships, and for the evidence that
each one is implemented correctly.
The project validates a method in two independent ways. It compares cleverly against a canonical
implementation, where a maintained one exists. It also measures cleverly against the
repeated-sampling properties the method’s own source theory predicts. Neither one replaces the
scientific instruments that check the derivation itself: the exact-law, Gateaux, remainder,
identity, and deliberate-mutation checks recorded in the evidence manifest.
Implementation matrix#
The implementation validation grid covers the methods with a
registered validation study, which has property cells. This matrix covers every implementation
family cleverly ships, and names the correctness evidence for each.
implementation family |
theory and citation |
|
external provenance |
correctness evidence |
|---|---|---|---|---|
Counterfactual means; ATE; risk and odds ratios; multi-arm contrasts |
Point-treatment TMLE; van der Laan & Rubin (2006) |
R |
|
|
ATT and ATC |
Conditional-population effects; van der Laan (2010) |
no numeric external oracle claimed |
|
|
Known treatment mechanism |
Known treatment mechanism, known node mechanisms and the DR-TMLE contract; Moore & van der Laan (2009), van der Laan & Gruber (2012), Benkeser et al. (2017) |
|
R |
reporting-policy TMLE study, DR-TMLE study and LTMLE study; exact laws, witnesses, and mutations remain in estimator variants evidence |
Natural-course mean, PAR, and PAF |
Population interventions; Díaz Muñoz & van der Laan (2012) for complete outcomes; Díaz, Carone & van der Laan (2016) for the MAR mean; Zheng & van der Laan (2011) and Levy (2018) for its stacked CV-TMLE; the MAR stack for PAR and PAF |
R |
|
|
Missing outcomes and controlled direct effects |
Observed-data extensions; Díaz & van der Laan (2017) for the randomized arm-indexed missing-outcome construction |
R |
gated ordinary arm-indexed MAR, stacked arm-indexed MAR, controlled direct-effect, and randomized DR-TMLE studies, plus the exact MAR and CDE laws, Gateaux checks, remainder identities, and deliberate mutations |
|
Deterministic and dynamic regimes |
Known regimes; Robins (2004), Díaz Muñoz & van der Laan (2012) |
pinned R |
gated deterministic-regime study, plus |
|
Known stochastic regimes |
Known regimes; Díaz & van der Laan (2013) |
pinned R |
gated stochastic-regime study, including density replacement and targeting controls |
|
Value of a learned treatment rule |
Learned rules; van der Laan & Luedtke (2015), Section 7 and Appendix B; Montoya, van der Laan, Skeem & Petersen (2023) |
no numeric external oracle claimed. R |
gated learned-rule study at two laws that meet the limiting-rule condition, with the declared logistic outcome learner, and a reporting boundary study: the interval under-covers at the exceptional and weak-blip laws that it reads; plus the |
|
Continuous modified treatment policies |
Modified treatment policies; Díaz Muñoz & van der Laan (2012), Haneuse & Rotnitzky (2013), Díaz et al. (2023) |
pinned R |
reporting-policy continuous-policy study and point-policy study, plus |
|
Modified treatment policies on a vector treatment |
Vector treatments and vector nodes with a continuous component. Díaz, Williams, Hoffman & Schenck (2023), Section 2, Theorem 1, Equation (3), Section 5.4 and Theorem 3. Hoffman et al. (2024) |
|
pinned R |
a reporting vector study, whose Python property cells are declared and not yet run, plus |
Continuous policies at declared boundaries, with learned and tuned inputs |
Modified treatment policies at a node and limits of the continuous-policy evidence. Díaz, Williams, Hoffman & Schenck (2023) |
pinned R |
reporting boundary study, pricing study and tuned-cap study, each with Python property evidence |
|
Incremental propensity-score interventions |
Incremental interventions; Kennedy (2019) |
R |
gated incremental-intervention study, plus |
|
Incremental interventions over time |
Incremental interventions over time; Kennedy (2019), Kim, Kennedy & Naimi (2021) |
R |
gated complete-data study with Python property evidence, and a reporting dropout study with no comparator; exact laws, Gateaux checks and the |
|
Categorical incremental interventions |
Incremental interventions and over time; Kennedy (2019), Equation (1) and Theorems 1 and 2, with the general-level extension of the theory pages |
none. No maintained package ships a categorical odds tilt with its influence curve |
gated categorical incremental study with Python property evidence, plus |
|
Point and longitudinal MSM projections |
Marginal structural models; Neugebauer & van der Laan (2007), Rosenblum & van der Laan (2010), Petersen et al. (2014) |
pinned |
gated point, ordinary longitudinal and cross-fitted longitudinal studies, plus the point |
|
Longitudinal end-of-study TMLE |
Sequential regression; Bang & Robins (2005), van der Laan & Gruber (2012); cross-fitting, Díaz et al. (2023) |
R |
a gated ordinary and a reporting cross-fitted binary study, plus gated ordinary and cross-fitted categorical studies, a reporting known-policy study, and a reporting modified-treatment-policy study; exact laws, Gateaux checks, and mutations remain in longitudinal evidence |
|
Sequentially doubly robust longitudinal estimation |
The sequentially doubly robust estimator; Díaz, Williams, Hoffman & Schenck (2023), Equation (4) and Section 5.3 |
pinned R |
a reporting SDR study; exact laws, the longhand recursion and mutations remain in longitudinal evidence |
|
Sequential g-computation and IPW over time |
Sequential g-computation and IPW; Bang & Robins (2005), Section 4; Stefanski & Boos (2002), Section 2 |
R |
Python property evidence, a reporting |
|
Structural nested mean model |
Structural dynamic effects; Lewis & Syrgkanis (2021), supplement Theorem 8 and arXiv Theorem 4 |
Python property evidence, with comparator runs pending: EconML 0.17.0 |
reporting structural nested mean study; exact finite laws, influence-curve derivative checks and mutation controls on the technical page; parity with |
|
Parametric g-formula over time |
Parametric g-formula; Robins (1986), eq. (4.7); McGrath et al. (2020); Pakes & Pollard (1989) and Newey & McFadden (1994) for the simulated-estimator step |
|
Python property evidence, a registered |
|
Longitudinal survival and competing risks |
Event-process TMLE; Stitelman et al. (2012) |
R |
a reporting ordinary survival study, and gated cross-fitted survival and ordinary and cross-fitted competing-risk studies, with a separate cross-fitted page for each; exact laws, Gateaux checks, and deliberate mutations remain in longitudinal evidence |
|
Longitudinal repeated outcomes, |
IPSI on a repeated outcome; Kim, Kennedy and Naimi (2021) |
none claimed. Python property evidence |
gated repeated-outcome IPSI study; exact laws and Gateaux checks in longitudinal evidence |
|
Longitudinal repeated outcomes |
Repeated outcomes; Bang & Robins (2005), van der Laan & Gruber (2012) |
Python property evidence, with comparator runs pending: R |
gated repeated-outcome LTMLE study; exact laws, Gateaux checks, and mutations remain in longitudinal evidence |
|
Point-treatment survival |
One baseline treatment held over the nodes and time-to-event input; Benkeser, Carone & Gilbert (2018) |
R |
reporting-policy survival study, cross-fitted survival study, policy study, hazard targeting study, whose |
|
Collaborative TMLE |
Collaborative selection; van der Laan & Gruber (2010), Ju, Gruber et al. (2019) for the selector paths; Ju, Wyss et al. (2019) for the lasso path and C-TMLE0; Benkeser, Cai & van der Laan (2020), Theorem 1, arm by arm, for the per-arm outcome-adaptive design |
pinned R |
C-TMLE estimator-variant evidence, the reporting-policy selector and outcome-adaptive studies, the per-arm outcome-adaptive study and its strata and missing-data study, the candidate-sequence study and its R witness fixture, the C-TMLE0 derivative study and its R witness fixture, selector mutations, support path tests, and the fixed-weight refit controls in the simulated common-cause surface |
|
DR-TMLE |
Doubly-robust inference; van der Laan (2014), Benkeser et al. (2016/2017), Benkeser & Hejazi (2023) |
pinned R |
reporting-policy complete-outcome, three-arm missing-outcome and composite missing-data studies, a gated randomized missing-outcome study, a reporting one-inconsistent-nuisance witness study, DR-TMLE contract, theorem identity, Gateaux, remainder, score, cross-fit, and missing-data mutations |
|
Cross-fitting and CV-TMLE |
CV-TMLE and cross-fitting; Zheng & van der Laan (2011), Levy (2018), Chernozhukov et al. (2018) |
pinned |
gated stacked CV-TMLE, fold-evaluated CV-TMLE, fold-targeted CV-TMLE, and binary-outcome clustered CV-TMLE rows; reporting-policy unequal-size clustered CV-TMLE and few-cluster t reference rows; the fold and outcome-scale rules with their witnesses; gated missing-outcome natural-course CV-TMLE and arm-indexed missing-outcome CV-TMLE; reporting-policy repeated CV-TMLE; leakage and repeated-fold mutations |
|
Targeting and fitting options |
Stopping rules, step bound and best iterate, per-arm outcome regression, treatment-mechanism covariates and patience. No option adds an estimand |
|
pinned |
Python exact tests, with witnesses and mutation controls, in the options table; exact tests and R parity, and for |
Inference, diagnostics, and sensitivity |
How every method reports uncertainty and sensitivity and validation methods; sensitivity references |
no external implementation used as acceptance evidence; three pinned DoWhy sources at revision |
inference, assessment, sensitivity, and serialization mutations |
“Existing implementation” has two meanings in this matrix. One is the local module that executes the method. The other is a pinned external implementation, where the source was audited. External parity is acceptance evidence for the claims it covers. It is never the derivation, and it is never a required gate. Each comparator-backed study declares one comparison kind: a matching implementation, a different estimator, or a related target.
The natural-extension verdicts record which refused compositions qualify for implementation as natural extensions, and the roadmap row that owns each one. The hard-stop review records the verdict on each inherited hard stop of the roadmap, and the row that now owns each part.
How to read the evidence column#
The evidence manifest distinguishes independent scientific checks from bounded implementation witnesses. An exact finite-support law can verify a complete functional but miss a term that vanishes at the truth. A Gateaux comparison can verify the influence curve but share a mistake with the law. Remainder-rate and deliberate-mutation tests make those blind spots visible. An external comparison does not substitute for these checks on a changed term.
- Implementation validation studies
- Implementation validation grid
- How to read these studies
- The red-cell ledger
- Canonical point-treatment TMLE
- Weighted point-treatment TMLE
- Learned weighted point-treatment TMLE
- Ordinary multi-arm TMLE
- Stratified point-treatment TMLE
- Stratified incremental MSM
- Stratified identity-link MSM
- Stratified DR-TMLE
- Stacked point-treatment CV-TMLE
- Clustered point-treatment CV-TMLE
- Clustered point-treatment CV-TMLE at unequal cluster sizes
- Clustered TMLE intervals on a t reference at few clusters
- Clustered cross-fitted end-of-study longitudinal TMLE
- Cross-fitted clustered longitudinal TMLE on a t reference at few clusters
- Fold-evaluated point-treatment CV-TMLE
- Fold-targeted point-treatment CV-TMLE
- Repeated point-treatment cross-fitted TMLE
- Selector-based point-treatment C-TMLE
- Selector-based multi-arm C-TMLE
- C-TMLE candidate sequences
- C-TMLE0 derivative covariate
- Outcome-adaptive point-treatment C-TMLE
- Outcome-adaptive multi-arm C-TMLE
- Outcome-adaptive per-arm C-TMLE
- Outcome-adaptive per-arm C-TMLE with strata and missing data
- Outcome-adaptive per-arm C-TMLE (parametric)
- Outcome-adaptive per-arm C-TMLE (parametric crossfit)
- Outcome-adaptive per-arm C-TMLE (parametric extensions)
- Canonical DR-TMLE
- Multi-arm DR-TMLE
- Ordinary missing-outcome TMLE
- Ordinary missing-outcome natural-course TMLE
- Stacked missing-outcome natural-course CV-TMLE
- Stacked arm-indexed missing-outcome CV-TMLE
- Missing-outcome attributable-effect TMLE
- Ordinary controlled direct-effect TMLE
- Randomized missing-outcome DR-TMLE
- Observational missing-data DR-TMLE
- Randomized multi-arm missing-outcome DR-TMLE
- Point-treatment MSM projection
- Deterministic point-treatment regimes
- CV-TMLE of the fold-local learned-rule value
- CV-TMLE of the fold-local learned-rule value at exceptional and weak-blip laws
- Stochastic point-treatment regimes
- Continuous modified treatment policies
- Point modified treatment policies
- Incremental propensity interventions
- Ordinary end-of-study longitudinal TMLE
- Ordinary weighted end-of-study longitudinal TMLE
- Ordinary categorical longitudinal TMLE
- Stochastic categorical longitudinal TMLE
- Longitudinal modified treatment policies
- Longitudinal incremental interventions
- Longitudinal incremental propensity-score interventions under dropout
- Categorical incremental policies
- Vector modified treatment policies
- MTP boundaries
- MTP pricing
- MTP tuning
- Sequentially doubly robust estimation
- Ordinary longitudinal MSM projection
- Cross-fitted longitudinal MSM projection
- Cross-fitted end-of-study longitudinal TMLE
- Cross-fitted weighted end-of-study longitudinal TMLE
- Cross-fitted categorical longitudinal TMLE
- Ordinary survival-curve longitudinal TMLE
- Cross-fitted survival-curve longitudinal TMLE
- Ordinary competing-risk longitudinal TMLE
- Cross-fitted competing-risk longitudinal TMLE
- Point-treatment survival
- Cross-fitted point-treatment survival
- Point survival hazard
- Point survival curve
- Point survival curve crossfit
- Point-treatment survival policies
- TMLE on a declared known treatment mechanism
- DR-TMLE on a declared known treatment mechanism
- DR-TMLE with one inconsistent nuisance
- LTMLE on declared known node mechanisms
- Sequential g-computation and IPW
- Structural nested mean model
- Parametric g-formula
- Repeated-outcome longitudinal TMLE
- Repeated-outcome longitudinal IPSI
- Omitted-variable bound standard error
- Calibration-slope warning
- Default simultaneous bands
- Full-refit bootstrap and derived contrasts
- What each estimand’s correctness rests on
- The instruments
- The table
- Where the repeated-sampling evidence lives
- Estimator variants over registered targets
- Targeting and fitting options
- Longitudinal estimands outside the target registry
- Post-fit functionals of reported estimates
- A simulated law is an instrument too, and it can be wrong the same way
- What this table says is missing
- Sensitivity and validation methods
- How every method reports uncertainty
- Point-treatment TMLE
- CV-TMLE and cross-fitting
- Collaborative TMLE
- DR-TMLE
- Longitudinal TMLE
- Sequential g-computation and IPW
- Structural dynamic effects
- Parametric g-formula
- Marginal structural model projections
- Scope and refusals
- Natural-extension verdicts
- Hard-stop review
- References
- Targeted learning, in general
- Point treatment and stochastic interventions
- Known treatment mechanisms
- Grouped folds and clustered cross-fitting
- Collaborative TMLE
- Longitudinal, survival and marginal structural models
- Incremental interventions
- Riesz representation and nested targeted learning
- Sensitivity analysis
- Negative controls
- Refutation
- Simulation studies
- Multiple testing
- Calibration of prediction models
- Doubly-robust inference (
DRTMLE) - The TWINS example
- Proposed methods on the roadmap