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I have provided an answer where I fail to find a critical source. After looking for it again today, I still cannot find it. Worse still, I have read new articles, reviewed some at the time, and cannot find any other report that explicitly shares the critical source's point. I did find reports that elude to the argument.

I have added a warning on that missing source. I believe it does not impact the answer value to the thread, but that missing source does impact credibility. As the accepted answer, I am thinking to delete the paragraph that mentions the source.

What should I do? Leave the warning, remove warning and paragraph?

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We are not requiring that every answer is fully supported by sources that you can currently link in the answer. So, if you are really certain that it is in fact true, you can leave it like it is. However, in this case, you aren't really certain anymore that it is true, or at least I wouldn't be.

If you find, such as now, that it might not be true, or that in fact the opposite might be true, you might want to clarify by just adding a paragraph claiming that the opposite is true ("On the other hand, (source 1) and (source 2) claim [...]"), instead of in addition to the warning. It might be a good thing to start the other paragraph with something like "I've read this", so that it it clear that the other paragraph is properly sourced while the original one is not. You might want to add a small conclusion (i.e. I'm not certain anymore, what it is).

You can also consider asking a question about it (this is not always appropriate) and linking to this question in your answer, at least when you receive a satisfactory answer. Also, please link to the answer in your question.

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If you can't verify the veracity of information, I think the safest thing to do - ethically speaking - is to annotate the information appropriately, as you've done. It's like Wikipedia's "citation needed" markers: they call out information that could be helpful, but is in need of further verification.

I agree with wythagoras's answer. In short, cite sources when possible, and make it clear that we might not have the right answer nailed down yet.

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