Confidence intervals Another way to use classical statistical testing is to construct a confidence interval using the same critical value as was used for a two-sided test A(1 a)% confidence interval is defined as C β,±c·se ib where c is the 1-o percentile 2丿 in at, distributi on Economics 20- Prof anderson 16Economics 20 - Prof. Anderson 16 Confidence Intervals Another way to use classical statistical testing is to construct a confidence interval using the same critical value as was used for a two-sided test A (1 - a) % confidence interval is defined as ( ) in a distributi on percentile 2 , where c is the 1- ˆ ˆ − −1        • n k j j t c se a b b