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From: "Tom Lane" <tlane@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: RobustFit goodness of fit
Date: Mon, 15 Dec 2008 13:39:37 -0500
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> I'd like to know how to 'understand' the goodness of fit of a Robust
> regression by the stats result (r,s,robust_s, etc)

Cristiano, if you type "edit robustfit" and look below the regular help 
text, you will find some additional comments listing references.  The paper 
by DuMouchel and O'Brien talks about this issue.

-- Tom