Calculation of eigenvalues and eigenvalues requires no assumption.
However evaluation of the results IMHO implicitly assumes at least a
unimodal distribution and reasonably homogeneous variance for the same
reasons as ANOVA or regression. So think of th consequencesof calculating
means and variances of a strongly bimodal distribution where no sample
ocurrs near the mean and all samples are tens of standard devatiations
from the mean.
> Hi,
>
> I have a question regarding factor analysis: Is normality an important
> precondition for using factor analysis?
>
> If no, are there any books that justify this.
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