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arXiv · 2401.04263

Two-Step Targeted Minimum-Loss Based Estimation for Non-Negative Two-Part Outcomes

Nicholas T. Williams·Richard Liu·Katherine L. Hoffman·Sarah Forrest·Kara E. Rudolph·Iván Díaz
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Abstract

Non-negative two-part outcomes are defined as outcomes with a density function that have a zero point mass but are otherwise positive. Examples, such as healthcare expenditure and hospital length of stay, are common in healthcare utilization research. Despite the practical relevance of non-negative two-part outcomes, very few methods exist to leverage knowledge of their semicontinuity to achieve improved performance in estimating causal effects. In this paper, we develop a nonparametric two-step targeted minimum-loss based estimator (denoted as hTMLE) for non-negative two-part outcomes. We present methods for a general class of interventions referred to as modified treatment policies, which can accommodate continuous, categorical, and binary exposures. The two-step TMLE uses a targeted estimate of the intensity component of the outcome to produce a targeted estimate of the binary component of the outcome that may improve finite sample efficiency. We demonstrate the efficiency gains achieved by the two-step TMLE with simulated examples and then apply it to a cohort of Medicaid beneficiaries to estimate the effect of chronic pain and physical disability on days' supply of opioids.

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Nicholas T. Williams, Richard Liu, Katherine L. Hoffman, Sarah Forrest, Kara E. Rudolph, Iván Díaz. 2024-04-22. Two-Step Targeted Minimum-Loss Based Estimation for Non-Negative Two-Part Outcomes. https://arxiv.org/abs/2401.04263

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