A Robust Linear Grouping Algorithm

Recently, an algorithm to detect groups in a dataset that follow different linear patterns was proposed in [VWZ06]. The algorithm is flexible in the sense that it does not require the specification of a response variable. On the other hand, the algorithm requires that each observation follows one of the linear patterns in the data. However, it often occurs in practice that part of the data does not follow any of the linear patterns. Therefore, we introduce a robust linear grouping algorithm based on trimming that can still find the linear structures even if part of the data does not belong to any of the groups.