A Ride in Targeted Learning Territory

Abstract

Our ambition is to present a gentle introduction to the field of targeted learning. As an example, we consider statistical inference on a simple causal quantity that is ubiquitous in the causal literature. We use this exemplar parameter to introduce key concepts that can be applied to more complicated problems. The introduction weaves together two main threads, one theoretical and the other computational. It also contains exercises. The code is written in the programming language R, which is widely used among statisticians and data scientists to develop statistical software and data analysis. It uses tlrider, a package that we built specifically for this project.