Competence is about a skill, the quality of the ability to perform a skill.
Confidence is about the strength of a belief, a personality trait, not necessarily measurable.
Self-efficacy is the belief one has about their abilities to perform particular tasks for particular outcomes; about personal agency; a multi-faceted belief stystem, context matters.
(Bandura, 1997, p.382, Self-efficacy: The exercise of control)
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