Suppose we have a regression model that measures college Grade Point Averages. The variables that we are using are hsize
(the size of the graduating class in hundreds), hsize squared
, sat
(SAT Scores), female
, and athlete
.
After estimating for the model using STATA, athletes had a coefficient of .1693, with a T value of 4, and a P Value of 0.
If I remove SAT scores from the model, athletes coefficient changes to 0.00544 and its new p-value is a whopping .903 with a t value of 0.12.
What I'm asking is what could explain the change in the estimated effect of being an athlete in this model.