The regression method is pretty straightforward and works regardless of structure, and is well suited to studies in which you might wish to evaluate higher-order factor structure.
Bartlett's method has some virtues, but there shouldn't be substantive cross-loadings (e.g., the solution should be congruent with the principle of Thurstone's idealized "simple structure")
Anderson-Rubin method should be used only with orthogonal structures (no oblique rotations).
David Morse thank you! I still struggle to understand which one I should use though for a regression. I use orthogonal rotation. There are no cross-loadings, maybe I should go for Bartlett then? My impression is that Bartlett is the best of the options.
Koen Van de Moortel I am testing the order of mediators between X and Y to compare it to my prediction. Additionally, I am testing for what the coefficients are between the mediators to evaluate them. Any advice on how I can be more precise?
Camila Sneli Mørch If you could just tell me concretely what your x and y are: length, time, mass, gender, cost,..., and most importantly: what do you expect the model function to be? Linear, exponential, periodic, whatever... This is most important!