Abstract
Factor analysis is a multivariate technique for describing the in-terrelationship among many variables in terms of a few underlying but unobservable random variables called factors. There are various approaches for this factor analysis. In particular, principal factor analysis is one of the most popular methods. This follows the mathematical algorithm of the principal component analysis based on the singular value decomposition. But it is known that the singular value decomposition is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, using the resistant singular value decomposition of Choi and Huh (1994), we derive a resistant principal factor analysis relatively little influenced by notable observations.