To attain prediction with high reliability by classifying samples from result data according to an attribute and a level for establishing both precision and adaptability as a predicted model, and outputting a predicted model optimal to each classified sample group.

An inputting means 2 inputs the instruction of a user to a hierarchical predicted model constructing device 1, a predicted model, result data being a target, the evaluation reference, the attribute for classification, and the condition of classification control or the like. A model estimating and evaluating means 3 estimates the parameter of the predicted model for an objective group, and evaluates the adaptability. A classifying means 4 hierarchically classifies the samples of objects whose further movement is to be predicted according to the attribute. A classification controlling means 5 judges the selection of the attribute and the promotion or stop of the classification, and controls a classifying means 4. An outputting means 6 outputs the optimal predicted model and the optimal classification of the objects to be predicted constructed by the model estimating and evaluating means 3, classifying means 4 and classification controlling means 5.