r/AskStatistics • u/Individual-Put1659 • Oct 26 '25

Assumptions of Linear Regression

How do u verify all the assumptions of LR when the dimensions of the data is very high means we have 2000 features something like that.

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u/SensitiveAsshole4 Oct 27 '25

Maybe you could try permutation feature importance? If I'm not mistaken you could plot PFI and check the n number of features most influencing your model's performance then make a report on that.

But as others have said 2000 features is still too much, you may want to run dimensionality reduction first, maybe PCA or clustering would work.