Is there an equivalent to multicollinearity for categorical variables in JMP?
I'm trying to create a predictive regression model to predict the value of a continuous variable. Not that multicollinearity matters all that much to me since I'm purely looking for prediction, but I have a large number of categorical variables (20+) recorded (along w/ 20+ continuous variables), & I'm looking to do feature selection/variable reduction so as not to over-fit the data, & was wonderi...