Here's something that might help. Whenever you realise you're dreaming, try to really concentrate on what you're experiencing in the dream. Look around you, try to notice all the details of the environment. Pay attention to how the ground feels under your feet, and if possible, touch something. Turn an object over in your hands, or run your hand along a rough surface - and walk around. Simulated (i.e. dream) sensory input can help distract the dreamer from their real body lying in bed. Staying in a dream when you become lucid is an act of attention. If you allocate all your attentional resources to taking in and processing all the sensory stimuli of the dream, your real body (lying in bed) will fade into the background of your awareness, and hopefully vanish completely after a few seconds.
Techniques like this fall under the banner of "dream stabilisation". Do a forum search for stabilisation techniques and you'll find some more useful information for sure. Personally, I favour simulated tactile (i.e. touch) input to keep me rooted in the dream world, but there are a lot of other stabilisation techniques, like spinning on the spot, for example. Good luck!
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