# When can't a confidence interval be constructed?

In one of my econometrics assignments, we were asked to consider the effect of measurement error in the dependent variable of a simple linear regression.

And I was just wondering, under what circumstances can a confidence interval not be constructed? Obviously, if there's no way to estimate a parameter or the variance then you can't have one, but I was wondering if there was a more formal way to think about this situation.

• Since this is somewhat related to an assignment, I suggest you add the self-study tag. – Xi'an Jun 1 '16 at 6:25
• It's not clear whether self-study is needed. If the question was only prompted by the assignment, rather than relating to study in some way, it may not be needed. – Glen_b Jun 1 '16 at 10:37