During the development of a new measurement instrument, which will be of a higher order (second, perhaps even third) what role does exploratory factor analysis have? If I know (or assume) that my construct will be second-order (and superordinate), do I still need to come up with a pattern matrix that shows that each indicator loads primarily on its first-order construct, indicating discriminant validity, if I then include them in a superordinate construct - or should I go straight in with CFA and test different models (unidimensional, several second-order models, and so on) and just go on based on model fit indices?
Thanks in advance!