For the latest version of JMP Help, visit

Publication date: 11/10/2021

Robust Fit

The Robust Fit option reduces the influence of outliers in the response variable. The Huber M-estimation method is used. Huber M-estimation finds parameter estimates that minimize the Huber loss function:

Equation shown here


Equation shown here

ei refers to the residuals

The Huber loss function penalizes outliers and increases as a quadratic for small errors and linearly for large errors. For more information about robust fitting, see Huber (1973) and Huber and Ronchetti (2009). See Example of the Robust Fit Option.

Want more information? Have questions? Get answers in the JMP User Community (