```    Program g02dnfe

!     G02DNF Example Program Text

!     Mark 26.1 Release. NAG Copyright 2017.

!     .. Use Statements ..
Use nag_library, Only: g02daf, g02dnf, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Real (Kind=nag_wp)               :: rss, sestat, stat, t, tol
Integer                          :: i, idf, ifail, ip, irank, ldq, ldx,  &
lwk, lwt, m, n
Logical                          :: est, svd
Character (1)                    :: mean, weight
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), f(:), h(:), p(:),      &
q(:,:), res(:), se(:), wk(:), wt(:), &
x(:,:), y(:)
Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
Intrinsic                        :: count, max
!     .. Executable Statements ..
Write (nout,*) 'G02DNF Example Program Results'
Write (nout,*)

!     Skip heading in data file

!     Read in the problem size
Read (nin,*) n, m, weight, mean

If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
ldx = n
Allocate (x(ldx,m),isx(m),y(n),wt(lwt))

If (lwt>0) Then
Else
End If

!     Read in variable inclusion flags

!     Calculate IP
ip = count(isx(1:m)>0)
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If

lwk = max(5*(ip-1)+ip*ip,ip)
ldq = n
Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+  &
ip*ip),wk(lwk),f(ip))

!     Use suggested value for tolerance
tol = 0.000001E0_nag_wp

!     Fit general linear regression model
ifail = 0
ldq,svd,irank,p,tol,wk,ifail)

!     Display initial parameter estimates
Write (nout,*) 'Estimates from G02DAF'
Write (nout,*)
Write (nout,99999) 'Residual sum of squares = ', rss
Write (nout,99998) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) 'Variable   Parameter estimate   Standard error'
Write (nout,*)
Write (nout,99997)(i,b(i),se(i),i=1,ip)
Write (nout,*)

i = 0
estfn_lp: Do
If (ifail/=0) Then
Exit estfn_lp
End If

i = i + 1

!       Compute the estimable function
ifail = -1
Call g02dnf(ip,irank,b,cov,p,f,est,stat,sestat,t,tol,wk,ifail)
If (ifail/=0) Then
If (ifail/=2) Then
Go To 100
End If
End If

!       Display results
Write (nout,99996) 'Function ', i
Write (nout,*)
Write (nout,99995) f(1:ip)
Write (nout,*)
If (est) Then
Write (nout,99994) 'STAT = ', stat, ' SE = ', sestat, ' T = ', t
Else
Write (nout,*) 'Function not estimable'
End If
Write (nout,*)
End Do estfn_lp

100   Continue

99999 Format (1X,A,E12.4)
99998 Format (1X,A,I4)
99997 Format (1X,I6,2E20.4)
99996 Format (1X,A,I4)
99995 Format (1X,5F8.2)
99994 Format (1X,A,F10.4,A,F10.4,A,F10.4)
End Program g02dnfe
```