How can I look for collinearity diagnostics, particularly condition indexes and proportions of variance in Multinomial logistic regression?
Since collinearity is a function only of the independent variables, you can get the condition indices and proportions of variance by pretending it's OLS regression. (e.g. the /COLLIN option in PROC REG of SAS, or however you usually do it). The difficulty comes in whether there are different levels of condition index that is problematic for multinomial logistic.