Historically, most researchers conducting factor analysis have used exploratory methods. However, more recently, confirmatory factor analytic methods have been developed that can directly test theory either during factor rotation using "best fit" rotation methods or during factor extraction, as with the LISREL computer programs developed by K. G. Joreskog et al. (1986). This study provides a heuristic example that illustrates some comparisons between statistical results obtained using exploratory and confirmatory factor analytic techniques with a data set of scores of 145 junior high school students on 26 psychological tests. The first analysis used exploratory factor extraction of orthogonal principal components followed by confirmatory rotation to determine goodness of fit. The second analysis used confirmatory extraction of five factors based on theoretical expectations. Results indicate that exploratory and confirmatory factor analytic procedures can yield different results. While exploratory methods are an invaluable aid in the initial structuring of behavioral constructs, confirmatory methods serve the researcher in the affirmation or rejection of models derived using theoretical considerations or exploratory factor analytic techniques. Seven tables present the data set. An appendix lists the tests taken by the students, and a second appendix gives the LISREL commands for running the second analysis. A 34-item list of references is included. (SLD)