```/* nag_regsn_mult_linear_est_func (g02dnc) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.1, 2017.
*/

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg02.h>

#define X(I, J) x[(I) *tdx + J]
int main(void)
{
Integer exit_status = 0, i, ip, j, m, n, nestern, rank, *sx = 0, tdq, tdx;
double *b = 0, *com_ar = 0, *cov = 0, df, *f = 0, *h = 0, *p = 0;
double *q = 0, *res = 0, rss, *se = 0, sestat, stat, t, tol;
double *wt = 0, *wtptr, *x = 0, *y = 0;
char nag_enum_arg[40];
Nag_Boolean est, svd, weight;
Nag_IncludeMean mean;
NagError fail;

INIT_FAIL(fail);

printf("nag_regsn_mult_linear_est_func (g02dnc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT "", &n, &m);
scanf(" %39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_arg);
scanf(" %39s", nag_enum_arg);
mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg);

if (n >= 2 && m >= 1) {
if (!(h = NAG_ALLOC(n, double)) ||
!(res = NAG_ALLOC(n, double)) ||
!(wt = NAG_ALLOC(n, double)) ||
!(x = NAG_ALLOC(n * m, double)) ||
!(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
}
else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (weight) {
wtptr = wt;
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf%lf", &y[i], &wt[i]);
}
}
else {
wtptr = (double *) 0;
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf", &y[i]);
}
}
for (j = 0; j < m; j++)
scanf("%" NAG_IFMT "", &sx[j]);
scanf("%" NAG_IFMT "", &ip);

if (!(b = NAG_ALLOC(ip, double)) ||
!(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
!(f = NAG_ALLOC(ip, double)) ||
!(p = NAG_ALLOC(ip * (ip + 2), double)) ||
!(q = NAG_ALLOC(n * (ip + 1), double)) ||
!(se = NAG_ALLOC(ip, double)) ||
!(com_ar = NAG_ALLOC(ip * ip + ip, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdq = ip + 1;

/* Set tolerance */
tol = 0.00001e0;

/*
*    Find initial estimates using g02dac
*/
/* nag_regsn_mult_linear (g02dac).
* Fits a general (multiple) linear regression model
*/
nag_regsn_mult_linear(mean, n, x, tdx, m, sx, ip, y, wtptr,
&rss, &df, b, se, cov, res, h, q, tdq,
&svd, &rank, p, tol, com_ar, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf("Estimates from g02dac\n\n");
printf("Residual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %3.1f\n\n", df);
printf("Variable   Parameter estimate   Standard error\n\n");
for (j = 0; j < ip; j++)
printf("%6" NAG_IFMT "%20.4e%20.4e\n", j + 1, b[j], se[j]);
printf("\n");
scanf("%" NAG_IFMT "", &nestern);
for (i = 1; i <= nestern; ++i) {
for (j = 0; j < ip; ++j)
scanf("%lf", &f[j]);

/* nag_regsn_mult_linear_est_func (g02dnc).
* Estimate of an estimable function for a general linear
* regression model
*/
nag_regsn_mult_linear_est_func(ip, rank, b, cov, p, f, &est, &stat,
&sestat, &t, tol, &fail);

if (fail.code == NE_NOERROR || fail.code == NE_RANK_EQ_IP) {
printf("\n");
printf("Function %" NAG_IFMT "\n\n", i);
for (j = 0; j < ip; ++j)
printf("%8.2f%c", f[j], (j % 5 == 4 || j == ip - 1) ? '\n' : ' ');
printf("\n");
if (est)
printf(" stat = %10.4f  se = %10.4f   t = %10.4f\n", stat, sestat, t);
else
printf("Function not estimable\n");
}
else {
printf("Error from nag_regsn_mult_linear_est_func (g02dnc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
}
END:
NAG_FREE(h);
NAG_FREE(res);
NAG_FREE(wt);
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(sx);
NAG_FREE(b);
NAG_FREE(cov);
NAG_FREE(f);
NAG_FREE(p);
NAG_FREE(q);
NAG_FREE(se);
NAG_FREE(com_ar);
return exit_status;
}
```