I'm still a bit new to the world of statistics, so I apologize for the naivety of this question.
I have three populations each with fifteen features, and I would like to determine if Population C is more similar to Population A or Population B. Is there some test which will allow me to come up with one statistic to determine their similarities? I was using the Welch's test to compare the populations one feature at a time, but in some cases, the t-statistic was high, and others low. I have an idea of the importance of each feature after running them through a random forest algorithm and extracting feature importance, but I would like to approach this as statistically robustly as possible.
Further, what is more important if I'm just interested in the similarity between populations: the t-statistic or the p-value?
The three populations also have very different sample sizes: Population A has about 18000, Population B has about 300, and Population C has about 300.
Thank you for any help you can provide! Let me know if there is any more information I can provide that may be helpful in solving this problem!