I have two groups, A and B. They have a number of variables as follows
Group, Age, Sex, NumberofSomething, NumberofSomething2
I want to determine which of the variables and combination of variables best predicts membership of a group. I then want to calculate an area under the ROC curve for this.
My question is: Does the multivariate analysis also tell me the best combination of factors (is this done by linear discriminant analysis in my case?), and also, how do I then use the results of the multivariate analysis to generate the area under the ROC curve?