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Cox, like me, considers several benchmarks, & a "moderate" P-value is taken as indicating the parameter is < the upper CI bound. It's the data-dependent version of power analysis that gives the SEV for the CI-upper inference. Also relevant is this tweet
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Replying to @matloff and @R__INDEX
Sure, but just because pts in a CI are not rejectable at the given level doesn't mean there's evidence for them.Rather, there's evidence the parameter is less than various upper CI bounds, say at the .9 level.
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