পদ্ধতির তুলনা করুন

	Robust Confirmatory Factor Analysis	Robust Exploratory Factor Analysis
ক্ষেত্র	পরিসংখ্যান	মনোমিতি
পরিবার	Latent structure	Latent structure
উদ্ভবের বছর	1984–1994	2000–2003
প্রবর্তক	Satorra & Bentler (robust SE/chi-square corrections); Browne (ADF estimator)	Pison, Rousseeuw, Filzmoser, and Croux; Yuan and Bentler (parallel streams)
ধরন	Confirmatory latent variable model with robust estimation	Latent variable / dimension reduction (robust)
মৌলিক উৎস	Satorra, A. & Bentler, P. M. (1994). Corrections to test statistics and standard errors in covariance structure analysis. In A. von Eye & C. C. Clogg (Eds.), Latent variables analysis: Applications for developmental research (pp. 399–419). Sage.	Yuan, K.-H., & Bentler, P. M. (2000). Robust mean and covariance structure analysis through iteratively reweighted least squares. Psychometrika, 65(1), 43–58.
অপর নাম	Robust CFA, CFA with robust standard errors, Satorra-Bentler CFA, non-normal CFA	robust EFA, robust factor analysis, outlier-resistant factor analysis, EFA with robust estimation
সম্পর্কিত	6	4
সারসংক্ষেপ	Robust confirmatory factor analysis fits a pre-specified factor structure to observed data while correcting standard errors and goodness-of-fit statistics for violations of multivariate normality. It is the preferred variant of CFA whenever Likert-type, skewed, or kurtotic indicators make the classical normal-theory estimator unreliable.	Robust exploratory factor analysis discovers the latent factor structure of a set of items using estimation methods that are resistant to outliers and violations of multivariate normality. It applies the same measurement model as standard EFA but replaces classical covariance estimation with robust counterparts — such as minimum covariance determinant or iteratively reweighted least squares — so that a small fraction of atypical cases cannot distort the recovered factor loadings.