# #StackBounty: #variance #ancova Find variables most responsible for variance between groups

### Bounty: 100

I have a set of data with continuous features \$x_1, x_2,…,x_n\$, as well as a continuous \$y\$ which is some complicated, unknown function of the \$x_i\$. Each data point, furthermore, has a discrete label (category). I want to somehow quantify which variables \$x_i\$ are most responsible for the variance of \$y\$ between the groups.

Below is a simple example. The blue and red dots are in different categories. Clearly most of the variation in \$y\$ between the two categories is due to \$x_2\$.

Are there any statistical methods that I can use for this?

Get this bounty!!!