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The fallacy of placing confidence in confidence intervals

Morey, Richard D., Hoekstra, Rink, Rouder, Jeffrey N., Lee, Michael D. and Wagenmakers, Eric-Jan 2016. The fallacy of placing confidence in confidence intervals. Psychonomic Bulletin and Review 23 (1) , pp. 103-123. 10.3758/s13423-015-0947-8

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Abstract

Interval estimates – estimates of parameters that include an allowance for sampling uncertainty – have long been touted as a key component of statistical analyses. There are several kinds of interval estimates, but the most popular are confidence intervals (CIs): intervals that contain the true parameter value in some known proportion of repeated samples, on average. The width of confidence intervals is thought to index the precision of an estimate; CIs are thought to be a guide to which parameter values are plausible or reasonable; and the confidence coefficient of the interval (e.g., 95 %) is thought to index the plausibility that the true parameter is included in the interval. We show in a number of examples that CIs do not necessarily have any of these properties, and can lead to unjustified or arbitrary inferences. For this reason, we caution against relying upon confidence interval theory to justify interval estimates, and suggest that other theories of interval estimation should be used instead.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Psychology
Subjects: B Philosophy. Psychology. Religion > BF Psychology
Additional Information: This article is distributed under the terms of the Creative Commons Attribution 4.0 International License.
Publisher: Springer Verlag
ISSN: 1069-9384
Date of First Compliant Deposit: 31 March 2016
Date of Acceptance: 6 September 2015
Last Modified: 15 Oct 2020 09:15
URI: http://orca.cf.ac.uk/id/eprint/88452

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