Robustness of the Maximum-Likelihood Estimation Procedure in Factor Analysis

In order to determine the robustness of the maximum-likelihood estimation procedure, random variates from six distributions were generated independently on a high speed computer and then used to represent the common and specific factors in a factor analysis model in which the coefficients of these factors had been specified. Using Lawley's approximate x 2 statistic in evaluating the estimates obtained, the estimation procedure is found to be insensitive to changes in the distributions considered.