The IMEI can't be changed. That's the serial number of the cellular modem

Edit: reviewing the link you shared in another comment that looks plausible. Just be warned good luck on any kind of warranty or insurance claims if you change IMEIs. I used to work for a cell phone manufacturer and we used the IMEI to both identify roughly when the device was purchased to make determining warranty status dead simple, and to identify devices as they went through the repair process.

Additionally carriers will often blacklist IMEIs for activation (usually on devices which were financed but never paid off) so that's another potential opportunity for trouble