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What confidence interval should one report?

by Jsevillamol 1 min read20th Apr 20204 comments


TL;DR: How to choose the width of the confidence intervals one reports?

I am working on a paper on statistical technological forecasting.

Our model produces confidence intervals for the date when a particular milestone will be achieved. I am now thinking about how to report the results.

One line of reasoning is that you want the results to be as informative as you can, so we would report 90% confidence intervals.

Another one is that you dont want to overstate your results, specially on a domain such as the one I am working on where model error could be as high as 1/3 of the models. So your confidence interval should be commesurate with the expected base rate of model error (eg 70% confidence intervals in this case).

I think I am not framing this problem correctly, so any thoughts would be appreciated.

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2 Answers

I often find the thing that is easier find the confidence interval for a result rather than the result that fits a confidence interval, so rather than targeting a particular confidence interval I find it more natural to say what I want to say and then specify the level of confidence in it.

Depends on your audience, but generally I see these distinct sources of uncertainty split out in papers - report the modeled confidence (output of the model based on data), AND be clear about the likelihood of model error.