Hi awesome people,

I am working a multivariate regression consisting of a categorical (4 classes) independent variable and 52 independent variables cross-sectional data (both numerical and binary,0,1).
Below is the OLS of the 52 variables


Array
I want to test for multicollinearity, heteroscedasticity and autocorrelation. I am going for Breusch pagan and White test for heteroscedasticity test but am not sure these tests are appropriate for a categorical dependent variable. Please how do I proceed with these tests given my model?

any suggestions on how to proceed will make my day since this is occupying my nights