Determining which categorical data is beneficial in predictive modelling
You can try two things -

Try finding the correlation between the Categories and the Target.
Since, It's between Categorial features and a Continuous Feature, you should -
Get the r-square Or Adjusted R-square score of Regression, see which one is best and drop the lowest few and try.
Read more - Kaggle

Calculate Feature Importance using random Forest.
 Read here - MachineLearningMastery