What effect does increasing the confidence level have on the size of the confidence interval?

Increasing the confidence level when constructing a confidence interval results in a larger interval. This is because as you increase the confidence level, you want to be more certain that the true parameter lies within the interval. Therefore, to accommodate this greater level of certainty, the range of values in the confidence interval must also expand.

For example, if you move from a 90% confidence level to a 95% confidence level, you are effectively saying you want to be more confident that the interval captures the true population parameter. Consequently, the z-score or t-score that corresponds to the higher confidence level will be larger, which directly contributes to widening the interval.

This trend continues as you increase the confidence level further; the interval continues to grow to ensure the desired level of confidence is achieved. Thus, the correct choice highlights the relationship between confidence level and interval size effectively.