The R, G, and B signals are carried separately on a typical RGB connection. So a failure in the connectors at either end, or in the cable, can cause this problem. Also a failure in one of the guns in the monitor, or certain problems with your graphics card can cause this.
Ensure connections are securely fastened. If this does not resolve the issue, try the monitor on a different PC, to eliminate either the monitor or the graphics card as the cause of the problem.