Estimating the Standard Errors of Rotated Factor Loadings by Jackknifing

Abstract

The jackknife by groups and modifications of the jackknife by groups are used to estimate standard errors of rotated factor loadings for selected populations in common factor model maximum likelihood factor analysis. Simulations are performed in which t -statistics based upon these jackknife estimates of the standard errors are computed. The validity of the t -statistics and their associated confidence intervals is assessed. Methods are given through which the computational efficiency of the jackknife may be greatly enhanced in the factor analysis model.