Võrdle meetodeid

	Robustne konfirmatoorne faktorianalüüs	Robustne eksploratiivne faktorianalüüs
Valdkond	Statistika	Psühhomeetria
Perekond	Latent structure	Latent structure
Tekkeaasta	1984–1994	2000–2003
Looja	Satorra & Bentler (robust SE/chi-square corrections); Browne (ADF estimator)	Pison, Rousseeuw, Filzmoser, and Croux; Yuan and Bentler (parallel streams)
Tüüp	Confirmatory latent variable model with robust estimation	Latent variable / dimension reduction (robust)
Algallikas	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.
Rööpnimetused	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
Seotud	6	4
Kokkuvõte	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.