Can you please highlight the best method to understand whether I have multicollinearity in my data set? Should I test multicollinearity between IVs only ad what if I have mediators?
Google Kutner applied linear statistical models PDF there should be one available
https://matematika.utm.my/index.php/matematika/article/viewFile/179/174
Article A simple way to deal with multicollinearity
Measuring multicollinearity is calculating the variance inflation factor (VIF), which assesses how much the variance of an estimated regression coefficient increases if your predictors are correlated. If no factors are correlated, the VIFs will all be 1.
Just as Haitham said, run regression analysis using SPSS or any statistical tool, check descriptive statistics and it will give you multicolliearity diagnostic of your data, pay attention to your VIF and the threshold value.
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