Despite the fact that most people consider this to be impossible, the experience of dreamers suggests otherwise. But, personally, it seems to me that this becomes possible not in the lucid dream itself, but when we, using lucid dreaming as a kind of "springboard", experience a real out-of-body experience. It is precisely this experience that the Russian researcher V. Radov describes in his book with the characteristic title "Out of the Body".
Here's what he writes there:
Needless to say, only the second part of this adventure was a real ECP. In the beginning there was an ordinary dream, which rushed into a lucid stage. Well, then the dreamer, using his intention, passed into the stage of out-of-body travel. By the way, the level of awareness and understanding of what is happening during OS and ECP is different. Although for some reason V. Radov himself does not see the difference between them. And there is a difference. OS is a kind of "simulator" for preparing for real ECP. It is necessary to master the skills of real travel. That is why everything that happens in the OS actually happens in the worlds of our inner universe. And only during real ECP we can receive undistorted and reliable information about the worlds of the outer Universe.