I'm a beginner at statistics.
While doing the analysis, I did a simple regression and check out that some variables have low p-value. Therefore I thought they are influential variables for dependent variable.
So I did Multiple regression with influential variables, but p-values become not influentially low and less significant (less descriptive). Is this case some kind of multicolinearity? I've heard a lot about the opposite result (the more variable added, the insignificant variable becomes more descriptive), but I'm not sure about this case.
I would really appreciate it if you tell me why this happened and let me know whether or not I should take this variable in to multiple regression.