Abstract
Linear regression analysis is one of the most basic and vital methods in statistical applications, especially when examining the relationship of one or more variables. This method initially used to analyze the relationship between father and child height has also been developed for nearly two hundred years. The development of computer technology has brought more efficient and accurate data processing, which allows us to use linear regression models to deal with high-dimensional and more complex scenarios. This paper mainly elaborates on the development of high-dimensional linear regression and the most classic models and tries to understand how some models can be improved. Finally, how to accurately apply model theory to practice will be a significant research direction in the future
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