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

摘要

A prediction model having high prediction accuracy for the prediction of a dependent variable is generated based on multiple regression analysis. The method includes: a) constructing an initial sample set from samples for each of which the measured value of the dependent variable is known; b) generating a multiple regression equation by performing multiple regression analysis on the sample set; c) calculating a residual value for each sample based on the multiple regression equation; d) identifying, based on the residual value, a sample that fits the multiple regression equation; e) constructing a new sample set by removing the identified sample from the initial sample set; and f) replacing the initial sample set by the new sample set, and repeating from a) to e), thereby generating a plurality of multiple regression equations and identifying a sample to which the multiple regression equation is applied.