Fragility in Average Treatment Effect on the Treated under Limited Covariate Support
协变量支持有限时已处理者平均处理效应的脆弱性
This paper studies the identification of the average treatment effect on the treated (ATT) under unconfoundedness when covariate overlap is partial. A formal diagnostic is proposed to characterize empirical support -- the subset of the covariate space where ATT is point-identified due to the presence of comparable untreated units. Where support is absent, standard estimators remain computable but cease to identify meaningful causal parameters. A general sensitivity framework…