Collinearity is a statistical phenomenon in which two or more independent variables in a multiple regression model are highly correlated. This can cause problems with the interpretation of the model, as it can be difficult to determine the individual effects of each variable on the dependent variable.
There are a number of ways to check for collinearity in SAS. One common method is to use the PROC CORR procedure to calculate the correlation matrix between the independent variables. If any of the correlations are high (e.g., greater than 0.8), this may indicate that collinearity is present.