- #1
Rasalhague
- 1,387
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One caution should be mentioned here. The confidence interval should be stated before the interval estimation. Sometime a novice researcher calculates a number of interval estimates on the basis of a single sample while varying the confidence level. After obtaining these estimates, he or she then selects the one that seems most suitable. Such an approach is really manipulating the data so that the results of a sample are the way a researcher would like to see them. This approach introduces a researcher's bias into the study, and it should be avoided.
- Sanders: Statistics: A First Course, 5th ed., § 7.2, p. 236.
Why? The data has not been changed. What difference does it make whether the decision is made before or after? If it's legitimate to calculate the distance from the statistic for which there's a 90% confidence level that the parameter lies, why not 95% or 99%, or all three?