Population and sample simulation approaches were used to compare the performance of parallel analysis using principal component analysis (PA-PCA) and parallel analysis using principal axis factoring (PA-PAF) to identify the number of underlying factors. Additionally, the accuracies of the mean eigenvalue and the 95th percentile eigenvalue criteria were examined. The 95th percentile criterion was preferable for assessing the first eigenvalue using either extraction method. In assessing subsequent eigenvalues, PA-PCA tended to perform as well as or better than PA-PAF for models with one factor or multiple minimally correlated factors; the relative performance of the mean eigenvalue and the 95th percentile eigenvalue criteria depended on the number of variables per factor. PA-PAF using the mean eigenvalue criterion generally performed best if factors were more than minimally correlated or if one or more strong general factors as well as group factors were present.

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Traditional parallel analysis (T-PA) estimates the number of factors by sequentially comparing sample eigenvalues with eigenvalues for randomly generated data. Revised parallel analysis (R-PA) sequentially compares the th eigenvalue for sample data to theth eigenvalue for generated data sets, conditioned on - 1 underlying factors. T-PA and R-PA are conceptualized as stepwise hypothesis-testing procedures and, thus, are alternatives to sequential likelihood ratio test (LRT) methods. We assessed the accuracy of T-PA, R-PA, and LRT methods using a Monte Carlo approach. Although no method was uniformly more accurate across all 180 conditions, the PA approaches outperformed LRT methods overall. Relative to T-PA, R-PA tended to perform better within the framework of hypothesis testing and to evidence greater accuracy in conditions with higher factor loadings.

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