Here are five lines of anthropological evidence that group Ancient Egyptians and Nubians with North Africans, West/South Asians and Europeans (Caucasoids), and separate them from Sub-Saharan Africans (Negroids). Note that Horn Africans (Somalis) cluster with Caucasoids in some cases and Negroids in others, which indicates they're a racially mixed population that's not representative of either Sub-Saharan Africans or Egyptians and Nubians.
1. Craniometric
Combined samples of Pre-Dynastic (Naqada) and Late Dynastic (Giza) Egyptians, and Bronze Age, Early Christian and Medieval Nubians, cluster with combined samples of Ancient and Modern North Africans, East Indians and Europeans.
Brace et al. "Clines and clusters versus 'Race:' a test in ancient Egypt and the case of a death on the Nile". Am J Phys Anthro, 1993.
2. Cranial Non-metric
Pre-Dynastic Egyptians from Naqada (#59), 26th-30th Dynasty Egyptians from Gizeh (#60), 12th-13th Dynasty Nubians from Kerma (#61), and Early Christian or Christian Nubians (#62) cluster with South Asians (#44) and several European groups: Greeks (#48), Scandinavians (#51 and #52) and Germans (#53). [NOTE that Somalis are up with Sub-Saharan Africans (#63)]
Hanihara et al. "Characterization of biological diversity through analysis of discrete cranial traits". Am J Phys Anthro, 2003.
3. Dental Metric
Pre-Dynastic and 12th-29th Dynasty Egyptians cluster with Afghans and North Indians on the edge of a larger cluster of Europeans and West Asians. [NOTE that here again, Somalis show Sub-Saharan affinities and don't cluster with Ancient Egyptians.]
Hanihara and Ishida. "Metric dental variation of major human populations". Am J Phys Anthro, 2005.
4. Dental Non-metric
12th Dynasty (Lisht), Roman/Byzantine (El Hesa), and Byzantine (Kharga) Egyptians, and Pharonic, Meroitic, X-group and Christian Nubians, cluster with other North Africans and Europeans (Poundbury, England).
Joel D. Irish. "Diachronic and synchronic dental trait affinities of late and post-pleistocene peoples from North Africa". Homo, 1998b.
5. Prognathism
Ancient Egyptians from Badari, Pre-Dynastic Egyptians from Naqada, and 26th-30th Dynasty Egyptians from Gizeh, as well as 12th-13th Dynasty Nubians from Kerma and Early Christian or Christian Nubians, all cluster with Europeans and West/South Asians on the negative end of the prognathism scale.
Tsunehiko Hanihara. "Frontal and Facial Flatness of Major Human Populations". Am J Phys Anthro, 2000.