```/* nag_correg_linregm_fit_newvar (g02dgc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*/

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

#define XM(I, J) xm[(I) *tdxm + J]

int main(void)
{
Nag_Boolean svd;
Integer exit_status = 0, i, ip, j, m, n, rank, *sx = 0, tdq, tdxm;
NagError fail;
Nag_IncludeMean mean;
Nag_Boolean weight;
char nag_enum_arg[40];
double *b = 0, *com_ar = 0, *cov = 0, *h = 0, *newy = 0, *p = 0;
double *q = 0, *res = 0, *se = 0, *wt = 0, *wtptr, *xm = 0, *y = 0;

INIT_FAIL(fail);

printf("nag_correg_linregm_fit_newvar (g02dgc) 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%*[^\n] ", 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)) ||
!(newy = NAG_ALLOC(n, double)) ||
!(res = NAG_ALLOC(n, double)) ||
!(wt = NAG_ALLOC(n, double)) ||
!(xm = NAG_ALLOC(n * m, double)) ||
!(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdxm = 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", &XM(i, j));
scanf("%lf%lf%lf", &y[i], &wt[i], &newy[i]);
}
}
else {
wtptr = (double *) 0;
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &XM(i, j));
scanf("%lf%lf", &y[i], &newy[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)) ||
!(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;
/* Fit initial model using nag_correg_linregm_fit (g02dac) */
/* nag_correg_linregm_fit (g02dac).
* Fits a general (multiple) linear regression model
*/
nag_correg_linregm_fit(mean, n, xm, tdxm, 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_correg_linregm_fit (g02dac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}

printf("Results from g02dac\n\n");
if (svd)
printf("Model not of full rank\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");

/* nag_correg_linregm_fit_newvar (g02dgc).
* Fits a general linear regression model to new dependent
* variable
*/
nag_correg_linregm_fit_newvar(n, wtptr, &rss, ip, rank, cov, q, tdq, svd, p,
newy, b, se, res, com_ar, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_fit_newvar (g02dgc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf("Results for second y-variable using "
"nag_correg_linregm_fit_newvar (g02dgc)\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");

END:
NAG_FREE(h);
NAG_FREE(newy);
NAG_FREE(res);
NAG_FREE(wt);
NAG_FREE(xm);
NAG_FREE(y);
NAG_FREE(sx);
NAG_FREE(b);
NAG_FREE(cov);
NAG_FREE(p);
NAG_FREE(q);
NAG_FREE(se);
NAG_FREE(com_ar);

return exit_status;
}
```