The Romans followed the formula in England that had been so successful elsewhere; rather than try to conquer a wide territory by force, they established "client kingdoms" on the borders of territory they directly controlled.

Basically this meant that certain Celtic tribes, in return for not being overrun, agreed to ally themselves to Rome. Treaties with tribes in the north, in Wales, and in East Anglia created buffers on the frontiers while the process of mopping up resistance to the Roman invasion continued.

The client kingdoms were not always created from preexisting Celtic domains; in the south several different tribes were artificially lumped together under a single client-kingdom. In theory at least, the advantage to the Romans of this system of government was simple; they did not have to go to the expense of conquering and administering large territories directly.

Brigantes of the north eventually led the Romans to discard the concept of client-kingdoms in Britain in favour of direct Roman control and administration.

Related:
Iceni
Boudicca