“…The rationale for the PA criterion is straightforward; that is, the eigenvalues for “nontrivial,” factors should be larger than the mean eigenvalues obtained through the parallel analysis of random data. Presumably, the shared variance associated with any factors that exceed this criterion is greater than might be expected by chance, but “poorly-defined” or weak components nonetheless may be retained (e.g., Macmann, Plasket, Barnett, & Siler, 1991; Macmann, Wilkins, & O’Malley, 1992; Zwick & Velicer, 1986). To provide a more accurate index of greaterthan-chance expectations, evaluation of the 95th percentile of the distribution of eigenvalues for random data (rather than the mean of the distribution) has been recommended (Longman et al, 1989).…”