I have multiple independent variables and multiple dependent variables, some categorical and some quantitative. I have created a data sheet with dummy columns appropriate to each categorical variable.
My team and I have ran various tests with our data, including Multivariate Multiple Regression, and will need to re-do all of them in light of a multicolinearity test that will surely eliminate some variables. This is our last step before writing up a manuscript, so all and any help is deeply appreciated.
I have access to SPSS, SAS and R (though no experience with R). Multicolinearity tests are simple enough for multiple regression with SPSS, but I'm lost when it comes to multiple multivariate regression.
Any suggestions for how to test for multicolinearity for multivariate multiple regression?
Here is a link to some of our data:
Our dependent variables are the columns labeled with names of academic fields, all on the left-most side. Our independent variables are the columns to the right of those, from "Major Fields" to "Average ACT." To the right of that are the columns for the dummy variables. I've color coded the dummy columns to the variable to which they correspond.