Bayesian KMO Index

Emil Niclas Meyer-Hansen

05/06/2025

The Bayesian KMO (BKMO) index is introduced in the research paper Revisiting ‘Little Jiffy, Mark IV’: Towards a Bayesian KMO index. This paper subscribes to the open science standard and is made freely available, in PDF-format (see the 'Newest'-folder) and HTML-format.

Abstract

The Kaiser-Meyer-Olkin (KMO) index is a measure of sampling adequacy used by researchers to assess whether a data matrix is factorable prior to a factor analysis. Since its conception, the KMO index has remained a Frequentist statistic, leaving researchers unable to employ the advantages of Bayesian inference when assessing sampling adequacy. Building on the increasing relevance of the Bayesian statistical approach, as well as advancements in Markov-Chain Monte Carlo methods, the author proposes a re-conceptualization of the KMO index within the Bayesian framework that enables researchers to incorporate prior information and make coherent probabilistic statements about the sampling adequacy of a data matrix.©

Keywords: Kaiser-Meyer-Olkin index, KMO, Bayesian Kaiser-Meyer-Olkin index, BKMO, Measure of Sampling Adequacy, MSA, Bayesian Measure of Sampling Adequacy, BMSA, Robust KMO index, Bootstrap KMO index, Bayesian inference, Likelihood-based inference, Frequentist inference

FAQ

• The newest iteration of the research paper (in PDF-format) is made available in the 'Newest'-folder.
• An archive of different iterations of the research paper and materials, including source data and data, are made freely available in the 'Archive'-folder.
• A version of the newest iteration of the research paper is also made available in HTML-format at the URL: (https://emeyer-hansen.github.io/bayesian-kmo/)
• Materials are also made available on its Open Science Framework (OSF) project page (DOI: 10.17605/OSF.IO/T3UPD).

Changelog

• 2025-06-05 07:28 CEST
  • [Version 2025-06-03-09-14-HTML] - Working Paper (HTML Version).
• 2025-06-03 09:14 CEST
  • [Version 2025-06-03-09-14] - Working Paper (Minor Corrections).
• 2025-05-20 10:29 CEST
  • [Version 2025-05-20-10-29] - Working Paper (Initial Release).

License (Addendum)

Except where otherwise indicated, all contents of this document and associated files are licensed under the Creative Commons Attribution 4.0 International License (CC BY 4.0). All software, source code, executable code, code snippets, code chunks, algorithms, and/or scripts within this document and associated files are expressly excluded from the foregoing license, and unless otherwise indicated, are instead licensed under the GNU General Public License, version 3 (GPL-3.0). By engaging with this document and/or any associated files, which include, but are not necessarily limited to, downloading, using, and/or distributing any of them, in parts of whole, you agree to comply with the applicable license terms for the respective content types.

Citation

Building on previous conceptualizations, the Bayesian Keiser-Meyer-Olkin (BKMO) index is an original Bayesian re-conceptualization by Emil Niclas Meyer-Hansen, conceived as part of this paper. For correspondence, contact the author via email: emil098meyerhansen@gmail.com.

Please, if you use, refer to, modify, and/or continue the development of the Bayesian KMO index, provide proper reference and citation to its founding author. An example of proper citation is provided below:

Meyer-Hansen, E. N. (2025): *Revisiting 'Little Jiffy, Mark IV': Towards a Bayesian KMO index*. Working Paper (v2025-06-03-09-14), on the Open Science Framework. DOI: [10.17605/OSF.IO/T3UPD](https://doi.org/10.17605/OSF.IO/T3UPD)

For LaTeX users, a BibTeX entry is provided below:

@unpublished{,
  title = {Revisiting 'Little Jiffy, Mark IV': Towards a Bayesian KMO index},
  author = {Emil Niclas Meyer-Hansen},
  publisher = {Open Science Framework},
  year = {2025},
  doi = {10.17605/OSF.IO/T3UPD},
  pubstate = {Working Paper (v2025-06-03-09-14)}
}