Bootstrap Confidence Intervals for Ordinary Least Squares Factor Loadings and Correlations in Exploratory Factor Analysis

This article is concerned with using the bootstrap to assign confidence intervals for rotated factor loadings and factor correlations in ordinary least squares exploratory factor analysis. Coverage performances of SE-based intervals, percentile intervals, bias-corrected percentile intervals, bias-corrected accelerated percentile intervals, and hybrid intervals are explored using simulation studies involving different sample sizes, perfect and imperfect models, and normal and elliptical data. The bootstrap confidence intervals are also illustrated using a personality dataset of 537 Chinesemen. The results suggest that the bootstrap is an effective method for assigning confidence intervals at moderately large sample sizes.