I am trying to test whether a model I am using has multicollinearity. The only two methods I've learned are condition numbers and variance inflation factor (VIF) to determine whether multicollinearity is present. However, all the examples I have used involved numerical variables.

Can VIF and condition numbers be used to evaluate a model with both numerical and categorical variables? If not, what is the appropriate way to assess multicollinearity in such circumstances?

Based on this question,

Collinearity between categorical variables

I would suspect the answer is no these two tools are not suitable, but I am uncertain since the answerer focuses on collinearity not multicollinearity.



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