If there are other predictor variables, all coefficients will be changed. The T-statistic will change, if for no other reason than the joint variance of the dependent variable Y is now different. All the coefficients are jointly estimated, so every new variable changes all the other coefficients already in the model.

What affects regression coefficient?

The regression coefficients are independent of the change of the origin. … It means there will be no effect on the regression coefficients if any constant is subtracted from the value of x and y. If x and y are multiplied by any constant, then the regression coefficient will change.

Why can Multicollinearity cause problems in multiple regression?

Multicollinearity reduces the precision of the estimated coefficients, which weakens the statistical power of your regression model. You might not be able to trust the p-values to identify independent variables that are statistically significant.