I have a dataset consisting of 5 categorical predictors and a categorical response (class). I want to find out which predictor has an effect on the response. Additionally, I can't guarantee whether the predictors are not correlated to each other.
I know that in the case of:
continuous predictors and continuous response -> I'd use Multiple Linear Regression
continuous predictors and categorical response -> LDA or Logistic Regression
categorical predictors and continuous response -> ANOVA
But what do I do in the case of:
categorical predictors and categorical response -> ???
What approach should I use and what are the assumptions of this approach?