Journal of Abnormal Psychology Copyright 1996 by the American Psychological Association, Inc.

1996, Vol. 105, No. 3,474-479 0021-843X/96/S3.00

Anxiety Sensitivity and Depression: How Are They Related?

Steven Taylor William J. Koch
University of British Columbia Vancouver Hospital and Health Sciences Center

Sheila Woody and Peter McLean

University of British Columbia

Anxiety sensitivity is the fear of anxiety-related bodily sensations, which arises from beliefs that the
sensations have harmful somatic, psychological, or social consequences. Elevated anxiety sensitivity,
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as assessed by the Anxiety Sensitivity Index (ASI), is associated with panic disorder. The present
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study investigated the relationship between anxiety sensitivity and depression. Participants were
people with panic disorder (n = 52), major depression (n = 46), or both (« = 37). Mean ASI scores
of each group were elevated, compared to published norms. Principal components analysis revealed
3 factors of anxiety sensitivity: (a) fear of publicly observable symptoms, (b) fear of loss of cognitive
control, and (c) fear of bodily sensations. Factors 1 and 3 were correlated with anxiety-related mea-
sures but not with depression-related measures. Conversely, factor 2 was correlated with depression-
related measures but not with anxiety-related measures.

Anxiety sensitivity is the fear of anxiety-related bodily sensa-
tions, arising from beliefs that the sensations have harmful so-
matic, social, or psychological consequences (Reiss, 1991; Reiss
& McNally, 1985). To illustrate, palpitations are feared if the
person believes they are the harbingers of cardiac arrest; dereal-
ization is feared if it is thought to lead to insanity; trembling is
feared if the person believes it leads to ridicule or rejection. Re-
iss (1991; Reiss & McNally, 1985) argued that anxiety sensitiv-
ity is a risk factor for the development and exacerbation of fears
and phobia. Elevated anxiety sensitivity is also thought to play
an important role in producing panic disorder (Reiss, 1991).
That is, people with elevated anxiety sensitivity tend to cata-
strophically misinterpret benign, anxiety-related bodily sensa-
tions. When such sensations occur, the person becomes anxious
about having the sensations, which in turn amplifies the severity
of the sensations. This produces further anxiety, which in-
creases the severity of the bodily sensations. The result is a vi-
cious cycle culminating in a panic attack (Clark, 1986).
There is a good deal of empirical support for the role of anx-
iety sensitivity in anxiety disorders, especially in panic disorder
(see Taylor, 1995, for a review). Anxiety sensitivity, as assessed
by the Anxiety Sensitivity Index (ASI; Peterson & Reiss, 1987),
Steven Taylor, Sheila Woody, and Peter McLean, Department of Psy-
chiatry, University of British Columbia, Vancouver, British Columbia,
Canada; William J. Koch, Vancouver Hospital and Health Sciences
Center, Vancouver, British Columbia, Canada. Sheila Woody is now at
the Department of Psychology, Yale University.
This research was supported by British Columbia Health Research
Foundation Grant M74-90. We thank David J. Crockett for statistical
advice and for writing the software for conducting parallel analysis.
Correspondence concerning this article should be addressed to Steven
Taylor, Department of Psychiatry, 2255 Wesbrook Mall, University of
British Columbia, Vancouver, British Columbia, Canada V6T 2A1.
Electronic mail may be sent via Internet to taylor@unixg.ubc.ca.
474
tends to be elevated in people with anxiety disorders, compared
to controls (Taylor, Koch, & McNally, 1992). Otto, Pollack,
Fava, Uccello, and Rosenbaum (1995) recently found that anx-
iety sensitivity is also elevated in people with major depression.
In Otto et al.'s Study 1,15 people with major depression (with
no comorbid anxiety disorder) had a mean ASI score of 25.3
(SD = 12.5). In Study 2, a group of 63 people with major de-
pression and no comorbid anxiety disorder had a mean ASI
score of 25.2 (SD = 11.9). People with major depression and a
concurrent, nonpanic anxiety disorder (n = 53) had a mean
score of 28.5 (SD = 12.2). People with major depression and
current or past panic disorder had a mean score of 31.2 (SD
= 13.0). ASI scores were elevated in each of these groups, as
compared to scores of 15 healthy controls obtained by Otto et
al.(A/ = 15.3, SD= 12.4). Scores also were elevated compared
to norms for nonclinical controls (M = 17.8, SD - 8.8, N =
1,013; Peterson & Reiss, 1987). The scores of Otto et al.'s de-
pressed participants were lower than those of people with panic
disorder but similar to scores obtained from people with other
anxiety disorders (i.e., generalized anxiety disorder, obsessive
compulsive disorder, social phobia, and simple phobia; Taylor,
Koch, & McNally, 1992). These findings extend the analysis of
anxiety sensitivity by looking beyond the relationship between
anxiety sensitivity and anxiety-related variables. The findings
also raise the question of how anxiety sensitivity is related to
depression.
There has been an ongoing debate as to whether anxiety sen-
sitivity is a unitary construct or whether it consists of multiple
dimensions. Factor analytic studies offer support for both posi-
tions; some studies suggest the ASI is unifactorial whereas oth-
ers support a multifactorial conceptualization (Taylor, in
press). Lilienfeld, Turner, and Jacob (1993) observed that both
formulations may be correct; anxiety sensitivity may consist of
several correlated first-order factors, which load on a single sec-
ond-order factor. According to a recent review (Taylor, in press),
 SHORT REPORTS
there is growing evidence to suggest that there may be at least
three dimensions of anxiety sensitivity: (a) fear of somatic sen-
sations (e.g., fears of cardiopulmonary sensations arising from
beliefs that they may lead to cardiac arrest); (b) phrenophobia
(i.e., fear of concentration difficulties and other indications of
cognitive dyscontrol, arising from beliefs that these difficulties
can lead to insanity or mental incapacitation); and (c) fear of
publicly observable, arousal-related symptoms (e.g., fear of
blushing or trembling, arising from beliefs that they will evoke
ridicule or rejection from others).
The purpose of the present study was twofold: to replicate
the findings of Otto et al. (1995) and to further investigate the
relationship between anxiety sensitivity and depression. It may
be that some components (factors) of anxiety sensitivity are re-
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lated to panic and anxiety, while other components are related
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to depression. Thus, we intended to use principal components
analysis to identify the dimension (s) of anxiety sensitivity and
then to examine the correlations between the dimension(s) of
anxiety sensitivity and depression-related variables. For
purposes of comparison, we also examined the correlations be-
tween dimension(s) of anxiety sensitivity and anxiety-related
variables.
Method
Participants
The sample consisted of 135 people meeting criteria of the Diagnostic
and Statistical Manual of Mental Disorders (DSM-III-R; American
Psychiatric Association, 1987) for either panic disorder without major
depression (« = 52), major depression without panic disorder (n = 46),
or major depression with panic disorder (n = 37). These people were
recruited as part of a study of the nature of the relationship between
panic disorder and major depression (Woody, Taylor, McLean, Koch, &
Rachman, 1995). Participants were recruited from family physicians
and from advertisements in the local newspapers and radio. People with
panic disorder were included if they also met DSM-III-R criteria for
agoraphobia. In fact, agoraphobia was diagnosed in 81% of those with
panic disorder without major depression and 81% of those with panic
disorder and major depression. People with major depression without
panic disorder were not included if they also met criteria for
agoraphobia.
Potential participants in each of the three diagnostic groups (i.e.,
panic disorder, major depression, and panic disorder with major
depression) also were excluded if they currently met DSM-III-R cri-
teria for any other Axis I disorder, as assessed by the revised Anxiety
Disorders Interview Schedule (ADIS-R; DiNardo & Barlow, 1988), or
if they were under 18 years of age. Thus, for the purpose of assessing
elevated anxiety sensitivity in major depression and replicating the
findings of Otto et al. (1995), we included a group of people character-
ized by major depression without any anxiety disorder. Although our
focus was on the relationship between anxiety sensitivity and depres-
sion, we included people with panic disorder without major depression.
We included these people for two reasons: (a) to increase the range of
depression severity, for the purposes of the correlational and factor anal-
yses; and (b) to enable us to determine whether anxiety sensitivity
dimension(s) that are correlated with depression are also correlated
with anxiety-related measures.
Our sample was 71 % female and 91 % Caucasian, with a mean age of
37 years (SD = 11 years). A total of 43% were married or cohabiting,
and the remainder were single, divorced, or widowed. Most (n = 84;
63%) participants were not on any psychotropic medication
(medication status was not recorded for one participant).
475
Measures
Diagnoses were established by administering the ADIS-R, which is a
structured diagnostic interview. The ADIS-R also was used to assess the
number of hill panic attacks occurring in the previous month. Anxiety
sensitivity was measured by the ASI. Agoraphobic avoidance was as-
sessed with the Mobility Inventory (Chambless, Caputo, Jasin, Gracely,
& Williams, 1985). The latter consists of 2 scales, assessing avoidance
when alone and avoidance when with a companion. Severity of depres-
sion over the past week was assessed by the Beck Depression Inventory
(BDI; Beck & Steer, 1987), and severity of anxiety over the past week
was assessed by the Beck Anxiety Inventory (Beck & Steer, 1990). The
two subscales of the Cognitions Checklist were used to assess the general
frequency of negative automatic thoughts pertaining to anxiety and de-
pression (Beck, Brown, Steer, Eidelson, & Riskind, 1987).
Procedure
Potential participants were screened for suitability during a short tel-
ephone interview. If they appeared suitable, they were invited to the
clinic for an assessment consisting of the ADIS-R interview and ques-
tionnaire battery. Interviews were conducted by a trained assessor
(doctoral-level psychologist, predoctoral psychology intern, or research
assistant). All interviews were supervised by a doctoral-level psycholo-
gist, who assigned diagnoses. A second assessor (a doctoral-level
psychologist) independently assigned diagnoses for 36 audiotaped
ADIS-R interviews of participants included or excluded from the study.
According to Fleiss's (1981) criteria, there was good interrater
agreement, as indicated by K = .86 for the diagnosis of panic disorder,
and K = .77 for the diagnosis of major depression.
Results
Replication of Otto et al. (1995)
Otto et al. (1995) found that people with major depression
had elevated ASI scores. The same result was obtained from
our participants: panic disorder without major depression, M =
31.4, SD = 9.6; panic disorder with major depression, M =
40.3, SD = 11.3; and major depression without panic disorder,
M = 22.1, SD = 10.6. Compared to previously published norms
for nonclinical controls (M = 17.8; Peterson & Reiss, 1987),
each of our groups had elevated scores: panic disorder without
major depression, t( 51) = 10.22, p < .001; panic disorder with
major depression, ?(36) = 12.11, p < .001; and major depres-
sion without panic disorder, /(45) = 2.75, p < .01 (all tests are
two-tailed). Thus, we replicated the findings reported by Otto
etal.(1995).
Factorial Analyses of Anxiety Sensitivity and Depression
The ASI total score had a modest but significant correlation
with the total score on the BDI, r = .22,p<.01 (two-tailed). To
determine whether the dimension (s) of anxiety sensitivity differ
in their correlations with depression, we performed a series of
principal components analyses, each with oblique (Oblimin)
rotation. In each case the number of factors to retain was deter-
mined by parallel analysis (Horn, 1965; Longman, Cota,
Holden, & Fekken, 1989). Parallel analysis is a statistical
method for determining the break in the scree plot and repre-
sents one of the most accurate factor-extraction rules (Zwick &
Velicer, 1986). Following the recommendations of Longman et
 476 SHORT REPORTS

Table 1
Principal Components Analysis of the Anxiety Sensitivity Index (ASI): Factor Loadings and
Communalities (ft2) for the Three-Factor Solution
Factor

ASI item I II III h2

It scares me when I feel "shaky" (trembling) .79* .04 .11 .71

It is important for me not to appear nervous .72* .14 -.15 .51
It is important to me to stay in control of my emotions .69* .07 -.12 .46
It scares me when I am nervous .69* .27 .06 .66
It scares me when I feel faint .68* -.20 .31 .67
Other people notice when I feel shaky .61* .08 -.12 .36
Unusual body sensations scare me .56* -.03 .39 .60
It scares me when I am unable to keep my mind on a task .04 .84* .08 .74
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When I cannot keep my mind on a task, I worry that I might be

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going crazy .20 .75* .10 .71

When I am nervous, I worry that I might be mentally ill .39 .59* .18 .68
It scares me when I am nauseous .03 .12 .72* .56
When my stomach is upset, I worry that I might be seriously ill -.19 .12 .72* .49
When I notice that my heart is beating rapidly, I worry I might have
a heart attack .18 -.15 .60 .46
It scares me when I become short of breath .44* -.24 .57* .68
It embarrasses me when my stomach growls -.05 .27 .54* .38
It scares me when my heart beats rapidly .63* -.20 .43* .74

* Salient (;> .40).

al. (1989), the parallel analysis was conducted twice for each
principal components analysis, once using the mean eigenval-
ues and once using the 95th percentile eigenvalues.
In the first principal components analysis we factored the 21
items of the BDI. This was done in order to determine whether
the dimensions of anxiety sensitivity are differentially related to
dimension(s) of depression. Parallel analysis using the mean
and 95th percentile eigenvalues indicated that the BDI was uni-
factorial. Accordingly, in subsequent analyses using this scale
we computed the BDI score as the unit-weighted sum of the
BDI items.
In the second principal components analysis we factored the
16 ASI items. The eigenvalues were 6.13,1.82,1.46,1.11,0.99,
0.77, 0.73, 0.54, 0.45, 0.41, 0.39, 0.32, 0.28, 0.24, 0.20, and
0.16. Parallel analysis using the mean eigenvalues indicated a
three-factor solution. For the 95th percentile eigenvalues, par-
allel analysis indicated that two or three factors should be re-
tained. Accordingly, we retained three factors, accounting for
59% of the total variance. Table 1 shows the factor loadings and
communalities (h 2 ) for this solution. The magnitude of com-
munalities (Table 1) indicates that the factors accounted for a
substantial proportion of variance in most items. The table
shows that the three-factor solution has good simple structure.
Taking salient loadings as those S; .40, factor I pertains to fears
of publicly observable arousal-related reactions, such as fears
of trembling or fears of displaying anxiety. Factor II refers to
phrenophobia; that is, fears of cognitive dyscontrol, such as
fears of concentration difficulties and fears of insanity. Factor
III pertains to fears of somatic sensations, such as cardiopulmo-
nary and gastrointestinal sensations. The correlations among
factors are shown in Table 2.
For purposes of comparison, we also examined the two-factor
solution. This solution accounted for 50% of the variance, and
the correlation of the factors was .39. Factor I was denned by
fears of somatic sensations (e.g., fear of palpitations), and factor
II was denned by a combination of phrenophobia (e.g., fear of
concentration difficulties) and fears of publicly observable
arousal-related reactions (e.g., fear of trembling). The two-fac-
tor solution had three hyperplane items (19% of items), that is,
items without a salient loading on either factor. This suggested
that an insufficient number of factors were extracted. Com-
pared to the three-factor solution, the two-factor solution does
not make the distinction between phrenophobia and fears of
publicly observable arousal reaction. This distinction is impor-
tant, as is shown later. The pattern matrix for the two-factor
solution, and the pattern matrices of the remaining factor anal-
yses reported in this article, are available on request.
To estimate the stability (replicability) of the three-factor so-
lution, we compared the magnitude of the loadings to the cri-
teria derived by Guadagnoli and Velicer (1988). In a series of
simulation studies, those authors found that the stability of fac-
tor structures are determined by the size of the loadings. For
samples of 100 or more participants, the structure is likely to be
stable when factors have four or more loadings that are .60 or
greater. Table 1 shows that this was the case for two of three
factors (factor II had only three salient loadings). Thus, the re-
sults offer some evidence for the stability of the structure, al-
though replication with larger samples is warranted.
A further set of analyses were conducted to assess whether the
results were an artifact of the type of factor analytic method. To
determine whether the three-factor solution was an artifact of
pooling responses from three diagnostic groups (i.e., panic dis-
order, major depression, and panic disorder with major
depression), we computed the pooled within-groups correla-
tion matrix derived from these groups. In other words, we com-
puted the correlation matrix for which the between-group dis-
 SHORT REPORTS 477

Table 2
Correlations Among Anxiety Sensitivity Factors and Measures of Depression-and Anxiety-Related Variables
Indicator 1 8 10 12 13
Anxiety Sensitivity Index factors
1. Factor I: Fear of publicly
observable symptoms — .19 .33* .56* .42* .37* .34* .33* .55* .08 -.01 .13 -.18
2. Factor II: Phrenophobia .20 — .10 .23 .24 .14 .11 .07 -.02 .49* .47* .46* .37*
3. Factor III: Fear of bodily
sensations .31 .01 — .43* .51* .32* .23 .13 .32* .09 .00 .06 -.09

Anxiety-related measures
4. BAI .58* .21 .38* — .63* .55* .45* .46* .48* .18 — .22 -.15
5. CCL anxiety scale .35* .22 .42* .61*
— .50* .37* .36* .34* .44* .42* .48* .06
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6. MI — avoidance when alone .33* .04 .28 .54* .54* — .87* .35* .44* .22 .15 .15 -.11
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7. MI —avoidance when
accompanied .25 .02 .15 .45* .41* .83 — .36* .44* .10 .03 .06 -.11
8. No. of panic attacks in past
month .31 .00 .10 .50* .36* .42* .43* — .46* .13 .08 .13 -.10
9. Diagnosis of panic disorder
(yes = 1 , no = 0) .51* .02 .33* .53* .37* .51* .48* .50* — -.22 -.35* -.16 -.57*

Depression-related measures
__
10. BDI .01 .50* -.01 .23 .42* .15 .00 .15 -.19 — .74* .63*
1 1 . BDI, controlling for BAI -.15 .50* -.11 — .37* .04 -.11 .08 -.35 — — .74*
_ .69*
12. CCL depression scale .05 .47* -.09 .23 .44* .03 -.11 .08 -.19 .73* .71* .47*
13. Diagnosis of major depression
(yes = 1 , no = 0) -.23 .37* -.20 -.10 .10 -.11 -.15 -.07 -.60* .63* .68* .51* —
Note. BAI = Beck Anxiety Inventory; BDI = Beck Depression Inventory; CCL = Cognitions Checklist; MI = Mobility Inventory for Agoraphobia.
Correlations for the total sample (n = 135) are in the upper diagonal; correlations for unmedicated participants (n = 84) are in the lower diagonal.
* p < .002 (Bonferroni-corrected a = .002).

persion had been partialled out (Klecka, 1980). This analysis
was performed by the SPSS-X discriminant function program
(Norusis, 1988). Principal components analysis of the pooled
within-groups matrix yielded a pattern of salient loadings very
similar to that of Table 1 (the latter was based on the unadjusted
correlation matrix). Each factor in Table 1 was compared to its
counterpart from analysis based on the pooled within-groups
matrix. Correlations ranged from .84 to .97. Thus, there was no
evidence that the results of Table 1 were an artifact of pooling
data from different diagnostic groups.
To determine whether the factor structure was an artifact of
medication status (i.e., whether or not the person was on psy-
chotropic medication), we computed a principal components
analysis on the basis of the pooled within-groups correlation
matrix derived from these medication groups, that is, the corre-
lation matrix for which the dispersion due to medication status
had been partialled out. Again, the results were essentially the
same as those in Table 1, with correlations between correspond-
ing factors ranging from .89 to .98.
The question arises as to whether principal components anal-
ysis or common factor analysis (e.g., principal axis factor
analysis) should be used to identify latent dimensions. Velicer
and colleagues (e.g., Fava & Velicer, 1992a, 1992b; Velicer &
Jackson, 1990) have shown that component and factor analysis
tend to produce very similar results. Consistent with this, we
found the pattern of salient loadings obtained from principal
components analysis was almost identical to that obtained from
principal axis factor analysis. Each factor derived from compo-
nent analysis was highly correlated with its counterpart derived
from principal axis factor analysis (rs = .91-.97).
Correlations With Depression- and Anxiety-Related
Variables
The remaining analyses in this article pertain to the three-
factor solution shown in Table 1, which was derived from prin-
cipal components analysis using the unadjusted correlation ma-
trix. Factor scores were based on component analysis rather
than common factor analysis because the latter are indetermi-
nate (Schonemann & Wang, 1972). Factor scores, derived from
the regression method, were computed for each factor and then
correlated with measures of depression, anxiety, panic, and re-
lated variables. Correlations were calculated for the total sam-
ple and for the subset of unmedicated participants (n = 84).
The latter correlations were performed to determine whether
the pattern of results was influenced by psychotropic medica-
tion. The results are shown in Table 2. Of primary interest are
the correlations of the ASI factors with anxiety- and depression-
related measures (24 correlations for the total sample and 24
correlations for the subset of unmedicated participants). The
remaining correlations are presented for descriptive purposes.
To control for inflated Type I error, a Bonferroni correction was
performed, with the critical a set at .05 / 24 = .002 (two-tailed).
The table shows that factors I and III tended to be correlated
with anxiety-related variables but not with the depression-
related variables. The converse pattern was found for factor II,
 478 SHORT REPORTS
which was correlated with depression-related variables but not
with anxiety-related variables. The correlation between factor
II and the BDI was significant even when scores on the Beck
Anxiety Inventory were partialled out. The pattern of results
did not change appreciably when medicated participants were
excluded from the analyses (Table 2). Accordingly, the remain-
ing analyses were based on the entire sample.
We computed the mean correlation (using Fisher's r-to-z
transformation) between factor I and the six anxiety-related
variables (i.e., the mean of correlations for variables 4 to 9 in
the first row of Table 2). The same procedure was used to cal-
culate the mean correlation between factor I and the four de-
pression-related variables (correlations for variables 10 to 13 in
the first row of the table). The same computations were per-
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formed for factors II and III (i.e., for rows 2 and 3). For each
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factor, we followed Steiger's (1980) recommendation by using
Williams's (1959) test to determine whether the mean corre-
lations with the anxiety- and depression-related variables were
significantly different from one another. Factors I and III had
significantly greater correlations with anxiety-related variables,
compared to their correlations with depression-related vari-
ables: factor I, f(133) = 3.68, p < .001; factor III, f(133) =
2.78; p < .01. There was a trend for factor II to be more highly
correlated with depression-related variables, compared to its
correlations with anxiety-related variables: t( 133) = 1.66, p <
. 10 (all tests two-tailed).
Comparison of Factor Scores Across Diagnostic Groups
Finally, the diagnostic groups were compared in terms of
their scores on the three ASI factors. A multivariate analysis of
variance (M ANOV\) was conducted, using diagnostic group as
the independent variable (panic disorder, major depression, and
panic disorder + major depression), and the factor scores were
the dependent variables. The main effect for diagnostic group
was significant, Pillai F(6, 262) = 16.34, p < .001, and so a
one-way analysis of variance (ANO\A) was conducted for each
factor score, using diagnostic group as the independent variable.
Each of the ANOVAs was significant, F(2, 132) > 8.47, p <
.001. Accordingly, the diagnostic groups were compared on
each factor using Newman-Keuls comparisons.
For factor I (fear of publicly observable symptoms), the
mean score of the panic disorder + major depression group (M
= .63, SD = .75) was significantly greater than that of the panic
disorder group (M = .23, SD = .87), which in turn was greater
than that of the major depression group (M = —.76, SD = .83,
ps < .05). For factor II (phrenophobia), the mean score of the
panic disorder + major depression group (M = .63, SD = .93)
was significantly greater than that of the major depression group
(M = .02, SD = .76), which in turn was significantly greater
than that of the panic disorder group (M = —.47, SD = .99. ps
< .05). For factor III (fear of bodily sensations), the mean score
of the panic disorder + major depression group (M = .39, SD
= .99) did not differ from that of the panic disorder group (M
= . 12, SD = .94, p > .05). The mean scores of both groups were
greater than that of the major depression group (M = —.44, SD
= .92, p < .05). Thus, the analyses of factor scores are consis-
tent with the correlational analyses, in that the presence of ma-
jor depression was associated with highest scores on factor II.
Discussion
The results of the present study replicate and extend the find-
ings of Otto etal. (1995). We found that anxiety sensitivity was
elevated in people with major depression (with no comorbid
anxiety disorder). Our results further indicate that the relation-
ship between anxiety sensitivity and depression is due to one
component of anxiety sensitivity, phrenophobia. The latter ap-
pears to be a depression-specific form of anxiety sensitivity, un-
related to anxiety, panic, and related variables. This finding has
important implications for the conceptualization of anxiety
sensitivity because it shows that not all components of anxiety
sensitivity are related to fears, phobia, or panic.
The results of the present study also provide further evidence
that the ASI and the anxiety sensitivity construct are multidi-
mensional in nature. We found that the ASI was composed of
three factors; phrenophobia, fear of somatic sensations, and fear
of publicly observable arousal-related symptoms. Other factor
analytic studies of the ASI have reported either single or
multifactor solutions (see Taylor, in press, for a recent review).
As pointed out by Lilienfeld et al. (1993), it may be that anxiety
sensitivity is hierarchically arranged, with several correlated
first-order factors loading on a single second-order factor. The
single factor solutions presumably represent the second-order
factor, whereas the multifactor solutions represent first-order
factors.
Previous studies obtaining multifactor solutions have re-
ported similar factor structures to that obtained in the present
study, although there also were some differences. Each factor
in these studies tended to correspond to one of three domains:
phrenophobia, fear of somatic sensations, or fear of publicly ob-
servable arousal-related symptoms (Taylor, in press). However,
four studies obtained four-factor solutions, in which one of the
domains was represented by two factors (e.g., two factors assess-
ing fears of somatic sensations). Each of these studies used Kai-
ser's (1960) "eigenvalue > 1" rule to determine the number
of factors to retain. This rule is known to extract an excessive
number of factors (Zwick & Velicer, 1986). A consequence of
overextraction is "factor fission" (Cattell, 1978, p. 168). That
is, factors are splintered or broken up as a result of overextrac-
tion. The present study used parallel analysis to determine the
number of factors to retain, which is considered one of the more
accurate methods of factor extraction (Zwick & Velicer, 1986).
In summary, the findings of the present study are broadly con-
sistent with those of previous studies. The differences across
studies may be due to factor fission in the earlier studies, result-
ing from the "eigenvalue > 1" rule.
As for the relationship between anxiety sensitivity and de-
pression, an important issue for further investigation is to de-
termine why phrenophobia is correlated with depression. The
correlation may arise because phrenophobia exacerbates de-
pression. Features of depression include concentration impair-
ment and difficulties in making decisions. The extent to which
the person becomes distressed about these symptoms may de-
pend on his or her beliefs about them. People with high levels of
phrenophobia believe that such symptoms lead to insanity or
cognitive incapacitation. Accordingly, the occurrence of diffi-
culties in concentration and decision making will be especially
distressing for a person with a high level of phrenophobia, thus
 SHORT REPORTS
producing anxiety and promoting demoralization, hopeless-
ness, and despair. This possibility merits further investigation.
The measure of phrenophobia used in the present study was
based largely on three ASI items (see Table 1). To further inves-
tigate the role of anxiety sensitivity in depression it may be use-
ful to develop longer (and presumably more reliable) measures
of phrenophobia. An important question for further investiga-
tion is how the three factors of anxiety sensitivity develop over
time and circumstance. Investigation of the person's learning
history may shed light on this issue and thereby contribute to
our understanding of vulnerability factors in depression, anxi-
ety, and panic.
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Received August 30, 1995
Revision received December 21, 1995
Accepted December 21, 1995 •