1. A method for generating a prediction model based on multiple regression analysis using a computer, comprising: constructing an initial sample set from samples for each of which a measured value of an objective variable is known; obtaining a calculated value of said objective variable by applying multiple regression analysis to said initial sample set; extracting samples whose difference between said measured value and said calculated value is not larger than a first value, and calculating a correlation coefficient or a coefficient of determination by applying multiple regression analysis to a sub-sample set constructed from said extracted samples; repeating said extracting by changing said first value until said correlation coefficient or said coefficient of determination exceeds a second value; performing two-class classification to classify said sub-sample set obtained at the end of said repeating as a first sub-sample set and remaining samples as a second sub-sample set, and calculating a class classifying discriminant function; constructing a prediction model from a multiple regression equation obtained through said multiple regression analysis at the end of said repeating and from said discriminant function calculated in said performing; and replacing said initial sample set by said second sub-sample set, and repeating processing from said obtaining to said constructing, thereby obtaining a plurality of prediction models.