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Multivariate loess models: testing interactions

To: s-news@wubios.wustl.edu
Subject: Multivariate loess models: testing interactions
From: Ray Webster <WebsterR@landcare.cri.nz>
Date: Tue, 19 Dec 2000 18:00:46 +1200
I'm sure there's a simple explanation for this...

The manuals outline an example of fitting multivariate loess models using
the ethanol data (page 352 of Guide to Statistics V1, S-Plus 2000 for
windows).  They fit the following model:

> ethanol.m <- loess(NOx ~ C * E, data = ethanol)

As far as I can tell, this is equivalent to fitting the model without the
interaction, ie NOx ~ C + E, or to be more precise, the fitted values of the
latter model indicate an interaction term has been included also.

Can someone tell me why this should be the case, and if I can actually
test for an interaction between two predictors with these models (using
anova function)?  

thanks in advance

Ray Webster
Landcare Research
New Zealand

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