A Variational Framework for Estimating Continuous Treatment Effects with Measurement Error

Estimating treatment effects has numerous real-world applications in various fields, such as epidemiology and political science. While much attention has been devoted to addressing the challenge using fully observational data, there has been comparatively limited exploration of this issue in cases when the treatment is not directly observed. In this paper, we tackle this problem by developing a general variational framework, which is flexible to integrate with advanced neural networkbased approaches, to identify the average dose-response function (ADRF) with the continuously valued error-contaminated treatment. Our approach begins with the formulation of a probabilistic data generation model, treating the unobserved treatment as a latent variable. In this model, we leverage a learnable density estimation neural network to derive its prior distribution conditioned on covariates. This module also doubles as a generalized propensity score estimator, effectively mitigating selection bias arising from observed confounding variables. Subsequently, we calculate the posterior distribution of the treatment, taking into account the observed measurement and outcome. To mitigate the impact of treatment error, we introduce a re-parametrized treatment value, replacing the error-affected one, to make more accurate predictions regarding the outcome. To demonstrate the adaptability of our framework, we incorporate two state-of-the-art ADRF estimation methods and rigorously assess its efficacy through extensive simulations and experiments using semi-synthetic data.