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The goal of metabolomics is to measure as many metabolites as possible in order to capture biomarkers that may indicate disease mechanisms. Variable selection in chemometric methods can be divided into the following two groups: (1) sparse methods that find the minimal set of variables to discriminate between groups and (2) methods that find all variables important for discrimination. Such important variables can be summarized into metabolic pathways using pathway analysis tools like Mummichog. As a test case, we studied the metabolic effects of treatment with nicotinamide riboside, a form of vitamin B3, in a cohort of patients with ataxia–telangiectasia. Vitamin B3 is an important co-factor for many enzymatic reactions in the human body. Thus, the variable selection method was expected to find vitamin B3 metabolites and also other secondary metabolic changes during treatment. However, sparse methods did not select any vitamin B3 metabolites despite the fact that these metabolites showed a large difference when comparing intensity before and during treatment. Univariate analysis or significance multivariate correlation (sMC) in combination with pathway analysis using Mummichog were able to select vitamin B3 metabolites. Moreover, sMC analysis found additional metabolites. Therefore, in our comparative study, sMC displayed the best performance for selection of relevant variables.