Abstract: An apparatus selects variables from a plurality of variables in a model that expresses a relationship between a linear predictor and an expectation value of a response variable or a probability of the response variable having certain values, by using a variable selecting model that expresses the linear predictor as a sum of a constant and a linear combination of the candidate explanatory variables and their corresponding coefficients, the apparatus including a constraint acquisition unit for acquiring a constraint that defines a set of possible values for each of the coefficients; an estimation unit for calculating an estimate of the respective coefficients and an estimate of the constant under the constraint, using plural data; and a selection unit for selecting, as the desired explanatory variable, the candidate explanatory variable corresponding to the coefficient of which the estimate is calculated to be non-zero.

Abstract: Provided is an apparatus which selects desired explanatory variables from a plurality of candidate explanatory variables in a statistical model that expresses, by a predetermined function, a relationship between a linear predictor and an expectation value of a response variable or a probability of the response variable having certain values, by using a variable selecting model that expresses the linear predictor as a sum of a constant and a linear combination of the candidate explanatory variables and their corresponding coefficients, the apparatus including a sign condition acquisition unit for acquiring sign conditions for at least one of the coefficients; an estimator for calculating an estimate of the respective coefficients and an estimate of the constant under the sign conditions, using plural data; and a selection unit for selecting, as the desired explanatory variable, the candidate explanatory variable corresponding to the coefficient of which the estimate is calculated to be non-zero.

Abstract: Provided is a program causing a computer to execute: a response probability estimation data acquiring step (S201) for acquiring response probability estimation data that defines a relationship between the value of the original variable and a response probability that shows a probability of the response variable being a certain value; an original variable data acquiring step (S202) for acquiring original variable data including realization of the original variable; and an explanatory variable value calculating step (S203, S204) for calculating as an explanatory variable value, an original variable score obtained by calculating an estimated value of the response probability from the realization of the original variable by use of the realization of the original variable and the response probability estimation data, and substituting the estimated value to inverse function of distribution function of predetermined probability distribution.

Abstract: Provided is an apparatus which selects desired explanatory variables from a plurality of candidate explanatory variables in a statistical model that expresses, by a predetermined function, a relationship between a linear predictor and an expectation value of a response variable or a probability of the response variable having certain values, by using a variable selecting model that expresses the linear predictor as a sum of a constant and a linear combination of the candidate explanatory variables and their corresponding coefficients, the apparatus including a sign condition acquisition unit for acquiring sign conditions for at least one of the coefficients; an estimator for calculating an estimate of the respective coefficients and an estimate of the constant under the sign conditions, using plural data; and a selection unit for selecting, as the desired explanatory variable, the candidate explanatory variable corresponding to the coefficient of which the estimate is calculated to be non-zero.