For a parameter that is not identified, what should happen to the 95% confidence interval as the sample size gets larger?
A) The right tail should get larger.
B) The left tail should get larger.
C) The width of the interval should eventually capture the true parameter value.
D) None of the answers is correct.

Question

Quizplus · Accepted Answer

For a parameter that is not identified, increasing the sample size does not resolve the issue of identification. Identification is a theoretical property about the ability to learn the true value of a parameter from the data structure, not about the amount of data. Therefore, none of the provided options correctly describes what happens to the 95% confidence interval for an unidentified parameter as the sample size increases.

For a Parameter That Is Not Identified, What Should Happen