I have two groups (36 patients and 30 controls) and I want to check five or six normally distributed (as I checked using skewness and kurtosis values) variables (numeric) that discriminate between the two groups. Which is the best method to analyze my data? Should I perform a logistic regression or a discriminant analysis?
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Do a subject-wise cross validation using both discriminant analysis and logistic regression. Whichever is giving better performance (accuracy, sensitivity, specificity and AUC) in cross-validation, use that.
Refer to this link, for more information on why to use subject-wise cross validation https://stats.stackexchange.com/a/240033/86202
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The 4 measures you listed are all improper accuracy scoring rules. Tomorrow I'll post an article about that at fharrell.com – Frank Harrell Feb 28 '17 at 13:03
So: Why have you collected the data? What's the goal with the discrimination/analysis?
Are those variables all the variables you measured in the experiment? If not: How did you choose those 5 or 6 variables? With feature selection, expert knowledge and/or 'pick-the-ones-that-look-promising'?
– Beyer Oct 13 '16 at 08:02