I have built a logistic regression model that has many continuous and categorical (coded as dummy) variables. As per my understanding, categorical variables after being encoded to dummy form hold linearity by definition they just have two points (1 and 0).
For continuous, I then ran logit linearity test by adding interaction terms (as illustrated in the DSUR book). All my continuous predictors appear to be violating the linearity assumption.
What are the options, apart from discarding the variables, do I have here?