I am running the following regression:

Model <- glm(emp ~ industry + nat_status + region + state + age + educ7 + religion + caste, 
             family=binomial(link="logit"), data=IHDS)

However when I use the margins command, I get the following error:

There were 50 or more warnings (use warnings() to see the first 50)" Warning messages: 1: In predict.lm(object, newdata, se.fit, scale = 1, type = if (type == ... : prediction from a rank-deficient fit may be misleading

Based on this error, I know that collinearity might exist. However, I do not know how to find it out and deal.

(I have tried adding each control individually)