Research related to prognosis can be classified as follows: fundamental, which shows differences in health outcomes; prognostic factors, which identifies and characterizes variables; development, validation and impact of predictive models; and finally, stratified medicine, to establish groups that share a risk factor associated with the outcome of interest. The outcome of a person regarding health or disease status can be predicted considering certain characteristics associated, before or simultaneously, with that outcome. This can be done by means of prognostic or diagnostic predictive models. The development of a predictive model requires to be careful in the selection, definition, measurement and categorization of predictor variables; in the exploration of interactions; in the number of variables to be included; in the calculation of sample size; in the handling of lost data; in the statistical tests to be used, and in the presentation of the model. The model thus developed must be validated in a different group of patients to establish its calibration, discrimination and usefulness.