I am using several dummy variables in a GLM model implemented in R with a logit link function.
However, the coefficient of one of the dummy variables is not shown in the results with the warning that "Coefficients: (1 not defined because of singularities)".
When I check the correlations between the dummy variables with the cor() function, I see that 2 of them are indeed strongly, though not perfectly correlated (-0.6..).
I understand that one of the dummy variables could be removed if we had perfect collinearity. But how can this be handled in a situation where the correlation is "only" strong but not perfect without losing information (as I can not perfectly predict the correlated dummy)?