Multicollinearity - changes in significance or in size of coefficients

if96

New Member
#1
Hi,

I am doing some regressions and have some questions regarding multicollinearity. When I add an explanatory variable to my regression, the already included explanatory variables remain the same in terms of significance (they are still significant at the same significance level). However, several of the coefficients increase/decrease in size. For example, a coefficient might go from 0.5 to 0.7. Is this a case of multicollinearity?

I also wonder what would be the case if the coefficients changed in terms of significance (f ex went from being significant at a 10% level to being significant at a 5% level) when I added another explanatory variable? Is this also a case of multicollinearity?

I would highly appreciate all help. Thank you in advance!