I'm doing a multivariate logistic regression where all my independent variables are categorical and binary. I have transformed all my categorical variables into dummies in order to have reference groups and interpret my odds-ratios. However, I would like to check if there are eventually multicollinearity issues.
I plan to calculate Spearman correlation between my independent variables and calculate VIF too. Nevertheless, I have several questions: Is Vif appropriate in this case? Do I have to calculate VIF and Spearman correlation on my categorical variables or their associated dummies?
I have tested other ways to detect multicollinearity (I check if the coefficients vary a lot if I increase my sample size or drop or add variables) and I'm pretty sure there is not a collinearity issue but I would like to have a "quantitative" proof.