I have run a general linear model which includes 3 scale independent variables (IVs) and 2 categorical IVs and 1 scale dependent variable. I am testing the assumptions of regression and I a not sure how to test multicollinearity since I have categorical variables. I would usually use Pearson correlation between the IVs and test the VIF in a linear regression on SPSS.
Does the multicollinearity assumption apply to categorical variables? If so, how is it assessed? Can you issue the collinearity diagnostics from the linear regression even though some IVs are categorical?
