collinear

偏回归系数为零，含义是在其他变量保持不变的情况下cb的变化不会引起因变量的变化。

Yeah.
As mentioned above, but this is the strongest collinearity. Somehow, cb can be expressed as
cb = c1+c2*bs, where both c1 and c2 are constants. That also causes biased estiamtes for both intercept and bs.

I have simulated the cases like what you have shown:see my example
JingJu

I have simulated the cases you have mentioned.

see my example

JingJu

京剧大师，请问下自由度B是啥情况？