Using ADC Pins with Internal 1.1V Reference

I have a project where I will be measuring voltages less than one volt to millivolt accuracy. Reading the specs for an UNO, If I use the call analogReference(INTERNAL); the ADC pins will then be referenced to the internal 1.1V reference and each ADC bit will represent 0.00107421875V. To make this work, do I leave the IOREF pin unconnected, connect it to 5V or connect it to 3.3V on the board?

Leave IOREF unconnected - it's not relevant.

DennisZ:
the ADC pins will then be referenced to the internal 1.1V reference and each ADC bit will represent 0.00107421875V.

Not quite: there’s a 10% tolerance to that voltage, so you have to calibrate each individual processor.

You can, after calling analogReference(INTERNAL) and analogRead(), see the actual voltage
on the AREF pin, I believe, and then calibrate your code.