I think it depends. If under construction means I haven't done anything, then I don't like it. But if it means It's almost done, and its just not public, but online, then it is fine. If the second case is true, I agree with ryan. Otherwise I disagree.
It is much harder to review anything that doesn't exist in anything other than thoughts. We all know we always think it the best it could be, but it doesn't always turn out that way. However, I will second that it is easier to edit if the page is completed, but not publically viewed, than actually to be all published and ready to go.
I guess it depends on your interpretation of "under construction"