I have a situation that I don't understand the results:

I'm doing a multiple linear regression with 1 dépendent variable and 4 independent variables 1 VDep e 4 VInd (A, B, C, D)

- The results are clear with them alls:

VindA β = 0.734 p<0.001

VindB β = 0.489 p<0.001

VindC β = 0.285 p<0.05

VindD β = 0.734 p = 0.062 ( so, variable VindD exclued of the model)

But when I perform a linear regression 1 to 1 with VDep and VindD the result is ViD β = 0.453 p < 0.05

Even if I put the variables VindB et VindC within the multiple linear regression with VindD, it is still significative. BUT when I put the VindA, VinD turns non-significative.

Do you have any idea?