Abstract
Several methods of statistical inference in factor analysis are first reviewed under the normality assumption as well as the case in which no assumption about the population ditribution is made. Normal theory inference, whether it is asymptotically efficient, is shown to be robust against a wide class of distributions which may be encountered in many practical fields. For small or medium sample sizes, simple procedures of estimation, such as simple least-squares and noniterative methods, are recommended, whereas the method of maximum likelihood or other asymptotically efficient ways should be utilized for large samples.
