There are several possible causes for plucking. MFids listed a few possible causes. Physical causes need to be ruled out first...including a skin and/or follicle biopsy. Suggested diagnostic tools/tests for your vet to run that have been suggested at AAV (Association of Avian Veterinarians) conferences and included in some veterinary texts are the following: CBC, biochemical analyses (AST, CPK, Ca, PO, uric acid,bile acids, GGT, total protein); plasma electrophoresis; gram stains; DNA probe tests for PBFD,polyoma and Chlamydophila; parasite evaluation; +/- radiographs; +/- TRH stim test or T3/T4 tests; cytology and gram stains of pulp or skin lesion; culture of pulp or skin lesion; and biopsy for histopathology, depending on the differential diagnosis.
Environment needs to be addressed as well....which would include how you and others interact with your bird, diet provided, hours of sleep, cages, activities, getting outside....lots to look at.
I have a food list
http://pets.groups.yahoo.com/group/FeedingFeathers where we have put together what we call a pluckers diet. It has helped several but there are some variations that aren't on the diet as well. The type of pellet you are feeding or what percentage of the diet may also being playing a part.
LOTS of reasons other than psychological! I'm involved with a parrot welfare and we get U2's all the time. Some arrive plucked...most improve. ...a few don't. We have more males than hens but we still have plenty of hens and when I watch them outside in the flights within our population anyway it appears that more hens pluck than the males.....which may be here nor there.
Shauna