Sleep quality is closely related to human health. It is very important to correctly discriminate the sleep stages for evaluating sleep quality, diagnosing and analyzing the sleep-related disorders. Polysomnography (PSG) signals are commonly used to record and analyze sleep stages. Effective feature extraction and representation is one of the most important steps to improve the performance of sleep stage classification. In this work, a collaborative representation (CR) algorithm was adopted to re-represent the original extracted features from electroencephalogram signal, and then the kernel entropy component analysis (KECA) algorithm was further used to reduce the feature dimension of CR-feature. To evaluate the performance of CR-KECA, we compared the original feature, CR feature and readied CR feature (CR-PCA) after principal component analysis (PCA). The experimental results of sleep stage classification indicated that the CR-KECA method achieved the best performance compared with the original feature, CR feature, and CR-PCA feature with the classification accuracy of 68.74±0.46%, sensitivity of 68.76±0.43% and specificity of 92.19±0.11%. Moreover, CR algorithm had low computational complexity, and the feature dimension after KECA was much smaller, which made CR-KECA algorithm suitable for the analysis of large-scale sleep data.