The structure identication problem when estimating local linear mod-els can be eased by using Analysis of Variance (ANOVA) as a prior step inthe estimation procedure. The information gained from using ANOVA onthe input/output data is what regressors that should be used to partitionthe input space and what regressors are needed only for the linear modelsin each part. Also the complexity of the partitioning can be restricteddue to the extra information.