DATA EXAMPLE(DROP=I);
  DO I=1 TO 50;
    X1=RANNOR(1111);
    X2=RANNOR(2222);
    X3=RANNOR(3333);
    X4=X2+X3+.05*RANNOR(4444);
    Y1=X1+X2+X3+RANNOR(5555);
    Y2=X1+X2+X3+X4+RANNOR(6666);
    OUTPUT;
  END;

PROC PRINT DATA=EXAMPLE;
    TITLE 'GENERATED DATA, X4=X2+X3';
PROC CORR DATA=EXAMPLE;

PROC REG DATA=EXAMPLE;
   MODEL Y1=X1-X3 / VIF TOL COLLIN COLLINOINT;
   TITLE 'ANALYSIS WITHOUT MULTICOLLINEARITY';
   RUN;


PROC REG DATA=EXAMPLE;
   MODEL Y2=X1-X4 / VIF TOL COLLIN COLLINOINT;
   TITLE 'EXAMINE MULTICOLLINEARITY PITFALL FOR A GENERATED DATA SET';
RUN;


PROC REG DATA=EXAMPLE;
   MODEL Y2=X1-X3 / VIF TOL COLLIN COLLINOINT;
   TITLE 'DROPPING VARIABLES MAY ALLEVIATE PROBLEMS WITH MULTICOLLIN';
RUN;