Table 2.

Results of EFA (UK sample) and loadings from the CFA (USA, Germany, Australia and Hong Kong)

		EFA				CFA
No.	Item	Communality	1	2	3	loadingsa
Factor 1: Persecutory threat
2	People are deliberately trying to pass COVID-19 to me.	0.772	0.948	−0.108		0.866
5	People are spreading the rumour that I have COVID-19.	0.777	0.935			0.872
14	I can't stop worrying about other people spreading the rumour that I have COVID-19.	0.759	0.926			0.855
12	I was distressed by being targeted by people who wanted me to catch COVID-19.	0.795	0.917			0.906
11	I couldn't stop thinking about people wanting to infect me with COVID-19.	0.811	0.908			0.896
17	People have been hostile towards me on purpose because they think I have COVID-19.	0.798	0.901			0.900
21	Strangers and friends look at me critically because they think I have COVID-19.	0.785	0.894			0.891
24	People have tried to contaminate my face mask or other COVID-19 protective gear.	0.730	0.892			0.886
1	I was sure someone wanted to infect me with COVID-19.	0.659	0.855			0.868
10	I was convinced there was a conspiracy to get me to catch COVID-19.	0.707	0.849			0.850
23	Some people try to make it hard for me to get access to face coverings and other COVID-19 protective gear.	0.653	0.817			0.838
19	Other people are trying to harm me on purpose by not abiding to social distancing rules.	0.618	0.709		0.196	0.832
26	I feel threatened by people watching me more closely due to COVID-19.	0.613	0.647	0.150		0.815
4	I was certain that people did things to put me at risk of catching COVID-19.	0.537	0.620		0.208	0.775
18	People are watching me more closely due to COVID-19.	0.576	0.602		0.192	0.751
9	I feel threatened by other people wearing face masks.	0.528	0.580	0.220
Factor 2: Paranoid conspiracy
6	The government is using the COVID-19 pandemic to control us.	0.793		0.947		0.891
13	COVID-19 is a conspiracy by powerful people.	0.598		0.916		0.844
8	COVID-19 is a conspiracy to make us all feel threatened.	0.768		0.890	−0.119	0.867
3	The government is lying to us about COVID-19.	0.612	−0.108	0.839		0.832
7	The government is deciding things about COVID-19 behind our backs.	0.620	−0.181	0.803	0.156	0.812
22	Social distancing is a way to keep people under control by the government.	0.616		0.763		0.772
Factor 3: Interpersonal mistrust
16	I can't trust others to stick to the social distancing rules.	0.609	−0.207	−0.112	0.896	0.738
27	Other people cannot be trusted to keep our community safe from COVID-19.	0.598			0.817	0.777
25	I can't stop worrying about other people failing to stick to the rules.	0.596			0.795	0.755
15	I need to be on my guard against others to protect myself from getting COVID-19.	0.542			0.761	0.700
20	I am distressed by people giving wrong information about COVID-19.	0.474		0.122	0.595
28	I am angry that some people are trying to withhold important information about COVID-19 from me.	0.487	0.196	0.385	0.270
	Sum of squared loadings		10.969	4.748	3.314
	Proportion of variance explained		0.392	0.170	0.118
	Cumulative variance		0.392	0.561	0.680
Factor correlations (EFA/CFA)
	Factor 2: Paranoid conspiracy		EFA: 0.556 CFA: 0.564
	Factor 3: Interpersonal mistrust		EFA: −0.506 CFA: 0.541	EFA: −0.435 CFA: 0.382

Note: Only loadings >0.100 are shown. Loadings printed in bold denote items included in the final version of the PPS.

^aFor a more precise estimation, the presented CFA loadings were estimated based on the full sample (UK, USA, Australia, Germany and Hong Kong). Factor correlations show the standardised linear correlations between the three factors in the EFA model (based on UK sample) and the CFA (based on combined USA, Australian, Germany and Hong Kong samples).