Parallel analysis (original) (raw)

Parallel analysis, also known as Horn's parallel analysis, is a statistical method used to determine the number of components to keep in a principal component analysis or factors to keep in an exploratory factor analysis. It is named after psychologist John L. Horn, who created the method, publishing it in the journal Psychometrika in 1965. The method compares the eigenvalues generated from the data matrix to the eigenvalues generated from a Monte-Carlo simulated matrix created from random data of the same size.