Targeted maximum likelihood estimation for marginal time-dependent treatment effects under density misspecification.

Targeted maximum likelihood methods have been proposed to estimate treatment effects for longitudinal data in the presence of time-dependent confounders. This class of methods has been mathematically proven to be doubly robust and to optimize the asymptotic estimating efficiency among the class of regular, semi-parametric estimators when all estimated density components are correctly specified. We show that methods previously proposed to build a one-step estimator with a logistic loss function generalize to a generalized linear loss function, and so may be applied naturally to an outcome that can be described by any exponential family member. We evaluate several methods for estimating unstructured marginal treatment effects for data with two time intervals in a simulation study, showing that these estimators have competitively low bias and variance in an array of misspecified situations, and can be made to perform well under near-positivity violations. We apply the methods to the PROmotion of Breastfeeding Intervention Trial data, demonstrating that longer term breastfeeding can protect infants from gastrointestinal infection.