Linear grouping using orthogonal regression

  • Authors:
  • Stefan Van Aelst;Xiaogang (Steven) Wang;Ruben H. Zamar;Rong Zhu

  • Affiliations:
  • Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 S9, B-9000 Gent, Belgium;Department of Mathematics and Statistics, York University, Toronto, Ont., Canada M3J 1P3;Department of Statistics, University of British Columbia, 333-6356 Agricultural Road, Vancouver, BC, Canada V6T 1Z2;Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, Ont., Canada L8S 4K1

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

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Abstract

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.