Hi @NatalyLevesque,
The first step for creating a measurement scale, after you've collected your data, is to do an exploratory factor analysis. You can do this in JMP by going to Analysis > Multivariate Methods > Factor Analysis, selecting all your measured variables and launching the platform. The platform allows you to explore the adequate number of factors (i.e., latent variables) to extract --once you've found a good factor solution (e.g., you've accounted for a good amount of variance in the data, you have factors with a combination of strong and weak standardized factor loadings --known as simple structure,-- acceptable fit, etc), you should use an independent dataset to fit a confirmatory factor analysis in SEM that helps you validate the factorial structure (the pattern of standardized factor loadings). You can find more info on exploratory factor analysis in our documentation:
https://www.jmp.com/support/help/en/15.2/index.shtml#page/jmp/example-of-the-factor-analysis-platfor...
In sum, the standardized factor loadings of an exploratory factor analysis help you identify which variables group to define the latent variable in SEM. Theory and domain expertise should also guide this process, as you probably have an expectation of which variables are hypothesized to be caused by the same unobserved (latent) variable.
HTH,
~Laura
Laura C-S
