Two predictors x₁ and x₂ are simulated with a controllable correlation r, then y = 1 + 2x₁ − 1.5x₂ + noise. The left panel shows one sample of the predictors; the right panel refits the regression on 150 independent resamples (n = 30 each) at the current r and plots the resulting (b₁, b₂) estimates — watch the cloud stretch into a narrow ridge as the predictors become collinear, even though it stays centered on the true values (red cross).