Collinearity among categorical variables

linear_regression
vif

#1

Hi,

How do I check the multi collinearity within the categorical variables. My target variable as well is categorical with 2 possible values. Can I use VIF as in linear regression model and run it with the categorical dependent variable. How to interpret the results in this case and what is the threshold of VIF to be considered.

Thanks.


#2

Hello @kpksr,

One possible way is to factorize the categorical variable using pandas and then using Spearman rank test.
Another way can be using VIF which you can understand using the link below.

Cheers!
Shubham