All I have two sets of data. One where people bought and another where they did not. For each sample in the two sets, I have ~3000 binary independent variables. Each dataset has about 1000 samples. The range of positives in the independent variables is 5% through 80%.
The question is: how do I figure out which of the 3000 binary variables has a statistically significant effect on the outcome. I tried using Fisher Exact Test and that does not seem to be giving intuitive answers.
I am using Python and Scipy for the tests. Any and all help most welcome. Thanks