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lines changed Original file line number Diff line number Diff line change @@ -468,6 +468,13 @@ pairs are recorded in the `train_test_rows` field of the
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aggregated over all train/test pairs, are recorded in `measurement`, a
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vector with one entry for each measure (metric) recorded in `measure`.
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+ When displayed, a `PerformanceEvalution` object includes a value under
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+ the heading `1.96*SE`, derived from the standard error of the `per_fold`
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+ entries. This value is suitable for constructing a formal 95%
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+ confidence interval for the given `measurement`. Such intervals should
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+ be interpreted with caution. See, for example, Bates et al.
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+ [2021](https://arxiv.org/abs/2104.00673).
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+
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### Fields
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These fields are part of the public API of the `PerformanceEvaluation`
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