title: How can I force cv.glmnet not to drop one specific variable?
body: <p>I am running a regression with 67 observasions and 32 variables. I am doing variable selection using cv.glmnet function from the glmnet package. There is one variable I want to force into the model. (It is dropped during normal procedure.) How can I specify this condition in cv.glmnet?</p>
  
  <p>Thank you!</p>
  
  <p>My code looks like the following:</p>
  
  <pre><code>glmntfit &lt;- cv.glmnet(mydata[,-1], mydata[,1])
  coef(glmntfit, s=glmntfit$lambda.1se)
  </code></pre>
  
  <p>And the variable I want is mydata[,2].</p>