class="dv">1</span>] <span class="sc">-</span> <span class="fl">0.1</span> <span class="sc">*</span> Xadd[, <span class="dv">3</span>] <span class="sc">+</span> <span class="fu">rnorm</span>(n)</span></code></pre></div>
<p>If you have a lot o predictors, it can be a good idea to remove those
that are not related with <code>y</code>. You can do that using
<code>reduce_matrix</code>. This function calculates p-values for the
Pearson correlation test and every variable from <code>X</code>
(separately). Variabl