The recently proposed diagrammatic expansion (DE) technique for the full Gutzwiller wave function (GWF) is applied to the Anderson lattice model (ALM). This approach allows for a systematic evaluation of the expectation values with GWF in the finite
dimensional systems. It introduces results extending in an essential manner those obtained by means of standard Gutzwiller Approximation (GA) scheme which is variationally exact only in infinite dimensions. Within the DE-GWF approach we discuss principal paramagnetic properties of ALM and their relevance to heavy fermion systems. We demonstrate the formation of an effective, narrow $f$-band originating from atomic $f$-electron states and subsequently interpret this behavior as a mutual intersite $f$-electron coherence; a combined effect of both the hybridization and the Coulomb repulsion. Such feature is absent on the level of GA which is equivalent to the zeroth order of our expansion. Formation of the hybridization- and electron-concentration-dependent narrow effective $f$-band rationalizes common assumption of such dispersion of $f$ levels in the phenomenological modeling of the band structure of CeCoIn$_5$. Moreover, we show that the emerging $f$-electron coherence leads in a natural manner to three physically distinct regimes within a single model, that are frequently discussed for 4$f$- or 5$f$- electron compounds as separate model situations. We identify these regimes as: (i) mixed-valence regime, (ii) Kondo-insulator border regime, and (iii) Kondo-lattice limit when the $f$-electron occupancy is very close to the $f$ electrons half-filling, $langlehat n_{f}ranglerightarrow1$. The non-Landau features of emerging correlated quantum liquid state are stressed.
