```    Program g02dffe

!     G02DFF Example Program Text

!     Mark 27.0 Release. NAG Copyright 2019.

!     .. Use Statements ..
Use nag_library, Only: g02daf, g02ddf, g02dff, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Integer                          :: i, idf, ifail, indx, ip, irank, ldq, &
ldx, lwk, lwt, m, n
Logical                          :: svd
Character (1)                    :: mean, weight
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), h(:), p(:), q(:,:),    &
res(:), se(:), wk(:), wt(:), x(:,:), &
y(:)
Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
Intrinsic                        :: max
!     .. Executable Statements ..
Write (nout,*) 'G02DFF Example Program Results'
Write (nout,*)

!     Skip heading in data file
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

!     Include all variables in the model
isx(1:m) = 1
ip = m
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If

lwk = max(5*(ip-1)+ip*ip,2*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))

!     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 results from G02DAF
Write (nout,*) 'Results from full model'
If (svd) Then
Write (nout,*) 'Model not of full rank'
Write (nout,*)
End If
Write (nout,99999) 'Residual sum of squares = ', rss
Write (nout,99998) 'Degrees of freedom = ', idf
Write (nout,*)

!     Loop over list of variables to drop
u_lp: Do
If (ifail/=0) Then
Exit u_lp
End If

If (ip<=0) Then
Write (nout,*) 'No terms left in model'
Exit u_lp
End If

!       Drop variable INDX from the model
ifail = 0

ip = ip - 1
Write (nout,99998) 'Variable', indx, ' dropped'

!       Calculate parameter estimates etc
ifail = 0

!       Display the results for model with variable INDX dropped
Write (nout,99999) 'Residual sum of squares = ', rss
Write (nout,99998) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) 'Parameter estimate   Standard error'
Write (nout,*)
Write (nout,99997)(b(i),se(i),i=1,ip)
End Do u_lp

99999 Format (1X,A,E13.4)
99998 Format (1X,A,I4,A)
99997 Format (1X,E15.4,E20.4)
End Program g02dffe
```