Salīdzināt metodes

	Apstiprinošā faktoru analīze (AFA)	Primārā komponentu analīze
Nozare	Psihometrija	Mašīnmācīšanās
Saime	Latent structure	Machine learning
Izcelsmes gads	1969	2002
Autors	Karl Gustav Jöreskog	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
Tips	Hypothesis-testing latent variable model	Unsupervised dimensionality reduction
Pirmavots	Jöreskog, K. G. (1969). A general approach to confirmatory maximum likelihood factor analysis. Psychometrika, 34(2), 183–202.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.
Citi nosaukumi	CFA, confirmatory FA, measurement model, restricted factor analysis	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Saistītās	4	3
Kopsavilkums	Confirmatory factor analysis tests a researcher-specified factor structure against observed data. Unlike exploratory approaches, the researcher decides in advance which indicators load on which latent factor, and the model is evaluated by how closely the implied covariance matrix reproduces the sample covariance matrix. CFA is central to scale validation, construct validity assessment, and measurement invariance testing.	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.