METHOD, APPARATUS, AND PROGRAM FOR GENERATING PREDICTION MODEL BASED ON MULTIPLE REGRESSION ANALYSIS

An objective variable prediction model based on multiple regression analysis and having high prediction accuracy is generated by a computer. The method includes the steps of: a) constructing an initial sample set from samples whose measured value of an objective variable is known; b) obtaining a calculated value of the objective variable using multiple regression analysis; c) extracting samples whose difference between the measured and the calculated value is not larger than a first value, and calculating a determination coefficient by applying multiple regression analysis to the extracted samples; d) repeating the step c) by changing the first value until the determination coefficient exceeds a second value; and e) performing two-class classification to classify the sub-sample set obtained at the end of the step d) as a first sub-sample set and remaining samples as a second sub-sample set, and calculating a discriminant function.