Remain calm and decide not to go bald? (4,4,4,2)

I believe the answer is:

keep ones hair on

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'remain calm' is the definition.
(I've seen this before)

I don't understand how the remainder of the clue works.

(Other definitions for keep ones hair on that I've seen before include "Remain calm" , "locks still being in place" .)

I've seen this clue in The Hindu.

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