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.