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Dec 14, 2014 at 14:50 comment added Bart Thanks for your answer. And I think you're right. Other publications I have read on the same topic also use the shifted test-statistic to obtain the p-value so I was already a bit wary of that step. However, I also tried computing the p-value from the shifted test statistic and, while it of course produces a different interval, the original problem (confidence interval does not contain observed statistic) remained...
Dec 12, 2014 at 16:45 history answered Russ Lenth CC BY-SA 3.0