All of the effect sizes produced by impact evaluations are estimates. In EEF-funded evaluation reports, confidence intervals provide the range of values that has a 95% probability of including the real effect size. The width of the confidence interval indicates the confidence we can place in a finding: the wider the interval, the less confidence we can have.

For example, a trial may estimate an effect size of 0.4 with confidence intervals between 0.35 and 0.46. This means there is a 95% probability that the real effect size lies between 0.35 and 0.46. If the confidence intervals were wider, 0.05 and 0.6 for example, we would place less confidence in this estimate.