Despite widespread assumptions about women’s empowerment and agency in the Arab Middle East, psychometric research of these constructs is limited. Using national data from 6214 married women ages 16–49 who took part in the 2006 Egypt Labor Market Panel Survey, we applied factor analysis to explore and then to test the factor structure of women’s agency. We then used multiple indicator multiple cause structural equations models to test for differential item functioning (DIF) by women’s age at first marriage, a potential resource for women’s agency. Our results confirm that women’s agency in Egypt is multi-dimensional and comprised of their (1) influence in family decisions, including those reserved for men, (2) freedom of movement in public spaces, and (3) attitudes about gender, specifically violence against wives. These dimensions confirm those explored previously in selected rural areas of Egypt and South Asia. Yet, three items showed significant uniform DIF by women’s categorical age at first marriage, with and without a control for women’s age in years. Models adjusting for DIF and women’s age in years showed that women’s older age at first marriage was positively associated with the factor means for family decision-making and gender-violence attitudes, but not freedom of movement. Our findings reveal the value of our analytical strategy for research on the dimensions and determinants of women’s agency. Our approach offers a promising model to discern “hierarchies of evidence” for social policies and programs to enhance women’s empowerment.