Abstract
The aim of this paper is to show that the estimates for categorical principal component analysis follow asymptotically a normal distribution and to give the formulas of their asymptotic variances and covariances in parallel with our previous paper. The theorem proves to be only slightly different from those for categorical canonical correlation analysis. As an illustration the estimated values and their asymptotic standard deviations are computed for Stouffer and Toby's data dealing with the role conflict.
