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 approximatex2 statistic in evaluating the estimates obtained, the estimation procedure is found to be insensitive to changes in the distributions considered.