Here I include some advanced topics that students may come across in their data analysis.
Correlation - Do this if you want to find out how well the data points of X and Y fit into a straight line.
Regression - Do this if you want to find out how independent variables X1, X2, X3, ... affect dependent variable Y.
Confirmatory Factor Analysis (CFA) - Do this if your data are in the format A1, A2, A3, A4, B1, B2, B3, C1, C2, C3, C4, ... based on some existing multi-item scale, and you want to confirm that the items (indicators) A1, A2, A3, A4, B1, B2, B3, C1, C2, C3, C4, ... really fit well into their corresponding scales (factors) A, B, C, ...
Exploratory Factor Analaysis (EFA) - Do this if you don't know how to group your indicators into factors, and you want to get some suggestions from the data. This is useful when you try to build your own model.