What effect does increasing the confidence level (e.g., from 95% to 99%) have on the width of the confidence interval?

Increasing the confidence level from 95% to 99% results in a wider confidence interval. This is because a higher confidence level indicates a greater degree of certainty that the interval contains the true population parameter. To achieve this increased level of confidence, the range of values included in the interval must be broadened.

In statistical terms, when calculating a confidence interval, you utilize a critical value derived from the standard normal distribution (or t-distribution, depending on sample size and variance knowledge). This critical value increases as the confidence level raises, which extends the interval.

Thus, if you move from a 95% confidence level to a 99% confidence level, the required margin of error increases, leading to a wider interval. This ensures that you have successfully encompassed the true population parameter within the interval at a higher confidence level.