Publication date: 07/08/2024

Robust Fit Report

In the Bivariate platform, use the Robust options to fit robust regression models. Robust methods are used to reduce the influence of outliers on the model.

The Robust and Cauchy fit reports include two tables with the following summary statistics.

Sigma

The sigma value, which is equivalent to the root mean square error (RMSE).

ChiSquare

The test statistic for the hypothesis that the model fits better than the mean of the response.

PValue

The p-value for the chi-square test that the slope is equal to zero.

Logworth

The logworth is a transformation of the p-value defined as -log10(p-value).

Parameter

The names of the model parameters.

Robust Estimate

The parameter estimates for each term. These are the estimates of the model coefficients.

Std Error

The estimates of the standard errors of the parameter estimates.

For more information about the options in the Robust Fit and Cauchy Fit menus, see Bivariate Fit Options. For an example of this option, see Example of the Fit Robust Option.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).