Although this effect is well defined
theoretically and has been demonstrated with
simulations, there is no guidance available to indicate
how large N must be to obtain adequately small standard
errors of loadings. A detailed study of this question
would be difficult because, as emphasized by
Cudeck and O'Dell, these standard errors depend in a
complex way on many things other than sample size,
including method of rotation, number of factors, and
the degree of correlation among the factors. Furthermore,
a general method for obtaining standard errors
for rotated loadings has only recently been developed
(Browne & Cudeck, 1997).