I'm doing a study in which I have to analyze group differences (MS patients vs. healthy controls) on three outcomes of neuropsychological tests "while accounting for differences that might be attributable to depression and fatigue". I've got a measure for both depression and fatigue, which both vary significantly between my two groups (as expected). As a consequence, ANCOVA should be wrong as we're talking about natural (not random) differences between groups (see Miller and Chapman (2001): Misunderstanding analysis of covariance for reference).
I've read a lot about this problem and it's difficult to decide what to do. I would prefer acknowledging the differences in depression and fatigue as characteristic to the MS population, and not use them as a covariate (otherwise I'm trying to find differences between a depression- and fatigue-less MS population which deviates from reality) but other papers are saying stuff like this:
"tests to evaluate depression and fatigue must be performed, since those symptoms have a recognized impact in cognitive abilities (Kinsinger et al., 2010)"
"Depression or fatigue must be discriminated from cognitive dysfunctions. Up to 90% of MS patients suffer from fatigue, a subjective lack of energy, which can reduce cognitive performance; on the other hand, cognitive deficits can produce exhaustion (Engel et al., 2007). Fatigue might affect performance over time in tasks that require sustained mental effort, specially in cognitive tasks of working memory and visual vigilance (Krupp and Elkins, 2000)."
As literature strongly suggests to use depression and fatigue as a covariate, I'm willing to do so. But then, the problem is that there is no clear alternative for ANCOVA when there are significant differences in covariates between groups. And unlike multiple published (!) studies I don't want to wrongly use ANCOVA.
I was thinking that multiple regression (using the covariate as a predictor) could be an alternative but this has exactly the same outcomes as the ANCOVA, making me think that I'm just doing exactly the same.
Could somebody offer some advice?