Using factor analysis for scale construction is a bit of an art. It is common to drop items that load to a substantial degree on more than one factor after factor rotation.
That said, a few alternative ideas:
- Consider whether you have extracted enough factors. Sometimes when you extract more factors cross-loading items or items that don't load much at all can load cleanly on one factor.
- If this is only the initial phase of data collection and you are planning on generating more items, or you already have a large item pool, then it makes more sense to drop cross loading items. If this is a single shot, then you might be more reluctant to drop items.
- You also need to consider what your threshold is for cross-loadings (.3, .4, .5). If you set it too high, then you might fail to identify problematic items. If you set it too low, then you may pick up cross-loadings that either reflect a little noise in the data or are more generally not going to substantively effect the purity of your factors.
- Don't forget to think. Think about why the items are cross-loading. What is it about the two factors and the nature of the items that is leading to this cross-loading. There may be theoretical or other reasons why you want to model and retain cross-loading items.
References
You may want to read some of the following articles about factor analysis and scale construction:
- Clark and Watson's Constructing Validity: Basic Issues in Objective Scale Development. PDF
- Gerbing and Anderson's An Updated Paradigm for Scale Development Incorporating Unidimensionality and Its Assessment PDF
- Reise, Waller, and Comrey's Factor Analysis and Scale Revision PDF
- Hinkin's A Review of Scale Development Practices in the Study of Organizations PDF
- Ford, MacCallum, and Tait's The Application of Exploratory Factor Analysis in Applied Psychology: A Critical Review and Analysis
- Fabrigar, Wegener, MacCallum, and Strahan's Evaluating the Use of Exploratory Factor Analysis in Psychological Research
- Costello and Osborne's Best Practices in Exploratory Factor Analysis: Four Recommendations for Getting the Most From Your Data Analysis