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	Analiza czynnikowa potwierdzająca	Eksploracyjna analiza czynnikowa (EFA)	Analiza Głównych Składowych
Dziedzina	Psychometria	Statystyka	Uczenie maszynowe
Rodzina	Latent structure	Latent structure	Machine learning
Rok powstania	1969	—	2002
Twórca	Karl Jöreskog	—	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
Typ	Measurement model / latent variable analysis	Latent variable / dimension reduction	Unsupervised dimensionality reduction
Źródło pierwotne	Brown, T. A. (2015). Confirmatory Factor Analysis for Applied Research (2nd ed.). Guilford Press. ISBN: 978-1462515363	Fabrigar, L. R., Wegener, D. T., MacCallum, R. C. & Strahan, E. J. (1999). Evaluating the use of exploratory factor analysis in psychological research. Psychological Methods, 4(3), 272–299.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.
Inne nazwy	Doğrulayıcı Faktör Analizi — Ölçek Doğrulama (CFA), confirmatory factor analysis, measurement model testing	common factor analysis, açımlayıcı faktör analizi, factor analysis	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Pokrewne	6	4	3
Podsumowanie	Confirmatory factor analysis is a measurement modelling technique that tests whether a hypothesised factor structure — typically derived from theory or an earlier exploratory analysis — fits observed data from a new sample. Developed by Karl Jöreskog in 1969, it became the dominant tool for validating psychological scales because it requires the researcher to specify in advance which items belong to which latent factor and then assesses the adequacy of that specification against explicit statistical fit criteria.	Exploratory factor analysis reduces a large set of observed variables into a smaller number of latent common factors. It is widely used in scale development and psychometrics to uncover the dimensional structure that underlies a set of correlated items, without specifying that structure in advance.	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.