Thanks a lot for this very interesting post. In your introduction you mention that "this article was inspired by Larsen and Warne (2010), "Estimating confidence intervals for eigenvalues in exploratory factor analysis." Larsen and Warne discuss why confidence intervals can be useful when deciding how many principal components to keep". In the Larsen & Warne article (on page 874), the authors indicate that the SAS code they use was adapted from Tensor (2004), available at www.pitt.edu/~tonsor/downloads/programs/PROGRAMS.html. But thos link no longer works. Elsewhere I found an alternative link : www.pitt.edu/~tonsor/downloads/programs/bootpca.html, but it does not work either. Searching through the Pittsburgh University site, as well as through Google, I was unable to get the original Tensor's SAS code. Can you advise where it could be found... at least if you think it is still useful now? Thanks in advance.