As a result of exploratory factor analysis in some research about anxiety experienced by students when they study a foreign language, we have identified four distinct domains within which the students' anxiety falls. When we obtain composite scores on each of those factors by adding responses on the relevant items and dividing by the number of items, the four scores differ noticeably.
The students are anxious on some domains, but not on others.
I am not sure whether we can legitimately assess whether the differences between the factors are significantly different from each other or not - e.g., whether we can say that a particular type of anxiety is significantly greater than another type of anxiety.
Something tells me that conducting that kind of analysis might not be permissible, but I'm not sure.
Incidentally, if it would be permissible to conduct a series of comparisons, I assume we could conduct either paired-samples t-tests or Wilcoxon signed-ranks tests. If my assumption is incorrect, I would appreciate information concerning why.
I think there would be six comparisons between the four types of anxiety - which I assume would necessitate some kind of adjustment to the critical value of alpha - perhaps by dividing .05 by six as a Bonferroni-type adjustment. Is my hunch about that correct?