We argue in favor of the independence on any scale, ultraviolet or infrared,
in kernels of the effective action expressed in terms of dressed N =1
superfields for the case of N =4 super-Yang--Mills theory. Under ``finiteness''
of the effective action of dressed mean superfields we mean its ``scale
independence''. We use two types of regularization: regularization by
dimensional reduction and regularization by higher derivatives in its
supersymmetric form. Based on the Slavnov--Taylor identity we show that dressed
fields of matter and of vector multiplets can be introduced to express the
effective action in terms of them. Kernels of the effective action expressed in
terms of such dressed effective fields do not depend on the ultraviolet scale.
In the case of dimensional reduction, by using the developed technique we show
how the problem of inconsistency of the dimensional reduction can be solved.
Using Piguet and Sibold formalism, we indicate that the dependence on the
infrared scale disappears off shell in both the regularizations.Comment: 12 pages, revised version, references adde