Returns-based style analysis (RBSA) question question, example, category, first

maratikus

Is there a chicken-and-egg problem with RBSA?
The textbook says, regress the stock’s returns vs various categories like (for example) large-cap value, large-cap growth, small-cap value, small-cap growth.
My question is, how do you construct these categories in the first place without resorting to a holding-based analysis? If you don’t know where a stock goes, how would you what stocks are in (say) the large-cap growth category?