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. The approach uniquely models information in the following domains: (1) analysis of clinical trials and medical records including efficacy, safety, and diagnostic patterns in humans and animals, (2) analysis and prediction of medical treatment cost-effectiveness, (3) the analysis of financial data, (4) the prediction of protein structure, (5) analysis of time dependent physiological, psychological, and pharmacological data, and any other field where ensembles of sampled stochastic processes or their generalizations are accessible. A quantitative medical condition evaluation or medical score provides a statistical determination of the existence or onset of a medical condition.