s, so they prefer
smaller models than their classic versions.</p>
<p>Additionally, in the example below we add variables from other matrix
to a model (<code>Xadd</code>). They will not be removed in any step. It
can be a good idea if there are predictors which are important for us
and want them to remain at every stage of building the model.</p>
<div class="sourceCode" id="cb7"><pre class="sourceCode r"><code class="sourceCode r"><span id="cb7-1"><a href="#cb7-1" aria-hidden="true" tabindex="-1"></a>data <s