Abstract
Smooth backfitting is shown to have better theoretical properties than classical backfitting for fitting additive models based on local linear regression. However the smooth backfitting algorithm is more complex, leading to limited applications. In our study we establish connections between classical and smooth backfitting and show that the smooth backfitting procedure can be written as a classical backfitting procedure with the smoother matrix in Huang and Chen (2008). The connections allow the smooth backfitting algorithm to be implemented in a much simplified way, making it easier for applications.