Abstract: Nonlinear generalized dynamic regression analysis system and method of the present invention preferably uses all available data at all time points and their measured time relationship to each other to predict responses of a single output variable or multiple output variables simultaneously. The present invention, in one aspect, is a system and method for predicting whether an intervention administered to a patient changes the physiological, pharmacological, pathophysiological, or pathopsychological state of the patient with respect to a specific medical condition. The present invention uses the theory of martingales to derive the probabilistic properties for statistical evaluations.