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?

  • $\begingroup$ "Multivariate" means multiple response variables while "multivariable" indicates multiple predictors. Do you have multiple groups which people are members of? $\endgroup$
    – Hugh
    Nov 13, 2016 at 14:29
  • $\begingroup$ I have two groups only $\endgroup$ Nov 13, 2016 at 14:36
  • $\begingroup$ Can people be a member of neither group? $\endgroup$
    – Hugh
    Nov 13, 2016 at 14:37
  • $\begingroup$ No. You are either one or the other $\endgroup$ Nov 13, 2016 at 14:40


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