An M -Estimation-Based Procedure for Determining the Number of Regression Models in Regression Clustering
C. R. Rao, Yuehua Wu, Qing Shao · Journal of Applied Mathematics and Decision Sciences · 2007
In this paper, a procedure based on M -estimation to determine the number of regression models for the problem of regression clustering is proposed. We have shown that the true classification is attained when n increases to infinity under certain mild conditions, for instance, without assuming normality of the distribution of the random errors in each regression model.