So the test of significance and confidence interval approaches both have

their
relative merits. The testing of a number of different hypotheses is easier
under the
confidence interval approach, while a consideration of the effect of the size of
the
test on the conclusion is easier to address under the test of significance
approach.
Caution should therefore be used when placing emphasis on or making
decisions
in the context of marginal cases (i.e. in cases where the null is only just
rejected or not rejected). In this situation, the appropriate conclusion to draw
is
that the results are marginal and that no strong inference can be made one
way or
the other. A thorough empirical analysis should involve conducting a
sensitivity
analysis on the results to determine whether using a different size of test
alters the
conclusions. It is worth stating again that it is conventional to consider sizes
of test
of 10%, 5% and 1%. If the conclusion (i.e. reject or do not reject) is robust
to
changes in the size of the test, then one can be more confident that the
conclusions
are appropriate. If the outcome of the test is qualitatively altered when the
size of
the test is modified, the conclusion must be that there is no conclusion one
way
or the other!