I am trying to build attrition model and have these variables :- 10 categorical variables with sub levels which created into dummy variables and 4 continuous variables in a trained data set. My Y dependent variable is binary variable. After running log regress, the results are some of the dummy variables are found to have collinearity error and some of them are insignificant. Tried running penalized log reg, same results obtained. After omitting the dummy variables, I run a new log regress, there are negative coefficients in the 3 continuous variables which are found significant. But, they are in a very small numbers e.g. -0.003,-0.005 etc which did not make senses. Now I am in a fix.

Did i go wrong somewhere as all the categorical variables are not significant?

Or I should not be using logistic regress?

All advises appreciated!