The invention discloses a data collection and regression analysis method providing privacy protection, adopts differential privacy to protect the privacy of data providers, and encourages providers to provide real data through a compensation mechanism. First, in the analysis module of the regression model, this method adopts the ridge regression model, expands the loss function into a form of polynomial chaos, and adds Laplace noise to the coefficients in front of each polynomial, so as to ensure that the regression model obtained by training is both The privacy of the data provider is protected, and the accuracy of the model is guaranteed; then, in the remuneration payment module, the regression model obtained by removing the data provided by the data provider is calculated, compared with the overall regression model, and the above two The error is used as a measure of the remuneration of each data provider, in other words, the smaller the error, that is, the more accurate the data, the more the corresponding reward. In short, through privacy protection and appropriate rewards, this method can incentivize more realistic reporting data and train more accurate models.