A new method to detect different linear structures in a data set, called Linear Grouping Algorithm (LGA), is proposed. LGA is useful for investigating potential linear patterns in data sets, that is, subsets that follow different linear relationships. LGA combines ideas from principal components, clustering methods and resampling algorithms. It can detect several different linear relations at once. Methods to determine the number of groups in the data are proposed. Diagnostic tools to investigate the results obtained from LGA are introduced. It is shown how LGA can be extended to detect groups characterized by lower dimensional hyperplanes as well. Some applications illustrate the usefulness of LGA in practice.
Stefan Van Aelst, Xiaogang Wang, Ruben H. Zamar, R