We consider an additive model with second-order interaction
terms. Both marginal integration estimators and a combined
backfitting-integration estimator are proposed for all components
of the model and their derivatives. The corresponding asymptotic
distributions are derived. Moreover, two test statistics for
testing the presence of interactions are proposed. Asymptotics
for the test functions and local power results are obtained.
Because direct implementation of the test procedure based on
the asymptotics would produce inaccurate results unless the
number of observations is very large, a bootstrap procedure
is provided, which is applicable for small or moderate sample
sizes. Further, based on these methods a general test for
additivity is developed. Estimation and testing methods are
shown to work well in simulation studies. Finally, our methods
are illustrated on a five-dimensional production function for
a set of Wisconsin farm data. In particular, the separability
hypothesis for the production function is discussed.