Dear memberships, I'm trying to estimate the following multivariate local regression model using the "locfit" package: BMI=m1(RCC)+m2(WCC) where (m1) and (m2) are unknown smooth functions. My problem is that once I get the regression done I cannot get the fitted values of each of this smooth functions (m1) and (m2). My program is the following: library(locfit) data(ais) fit2<-locfit.raw(x=lp(ais$RCC,h=0.5,deg=1)+lp(ais$WCC,deg=1,h=0.75),y=ais$BMI,ev=dat(),kt="prod",kern="gauss") g21<-predict(fit2,type="terms") If I done this on the computer the results of (g21) is a vector of results when I should have a matrix with 2 columns (one for each fitted smooth function). Please, somebody knows how I can get the fiitted values of both smooth functions (m1) and (m2) using a local linear regression with kernel weights as this example? thanks a lot in advance. Alexandra [[alternative HTML version deleted]]