In this case, you will get t value is infinity. Think about it why.
data t1;
do i = 1 to 100;
x=rannor(123);
x2=x+0.001*rannor(123);
err= rannor(123);
y=1+ x+x2 ;
output;
end;
run;
proc reg data=t1;
model y=x x2/tol vif collin ;
run;
quit;
In this case, you will get t value is infinity. Think about it why.
data t1;
do i = 1 to 100;
x=rannor(123);
x2=x+0.001*rannor(123);
err= rannor(123);
y=1+ x+x2 ;
output;
end;
run;