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I have three variables y, x1, and x2. I built a linear regression model y ~ x1, p-value of the slope shows x1 is significant. Then I built model y ~ x2, p-value of the slope shows x2 is also significant. But when I built a multiple linear regression model y ~ x1 + x2, p-values of coefficients of x1 and x2 are both (much) larger than 0.05. Why it happens? Did I do anything wrong?

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