Would like to know different ways to perform collinearity check while executing logistic regression.
I am aware of some of the ways but certainly not sure of.
Take each independent variable at a time as a function of other independent variables and calculate VIF. This way we will have an idea of what all independent variables are correlated.
Form a correlation matrix among independent variables and try to figure out the correlations.
Take your dependent and all independent variables and run them through a linear regression with VIF option.
Would really appreciate if anyone can help.
P.S - If someone suggests use of PCA, then do explain the procedure for that as well.