I have a quick question about factor analysis from different scales. Is it advisable to use, conjunctly, items from different measures? For example, if I am interested in doing EFA in the context of mental health, is it advisable to include items from several different scales that have already been published? On one hand, these items have already been shown to do a good job of measuring mental health, but on the other, wouldn't they already cling together?
If it isn't advisable, how do we actually begin gathering items for exploratory factor analysis? Do we just take a wild guess?