METHOD, DEVICE, AND RECORDING MEDIUM HAVING PROGRAM FOR MAKING PREDICTION MODEL BY MULTIPLE REGRESSION ANALYSIS

摘要

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.