Smooth Lie groups over local fields of positive characteristic need not be analytic

We describe finite-dimensional smooth Lie groups over local fields of positive characteristic which do not admit an analytic Lie group structure compatible with the given topological group structure, and C^n-Lie groups without a compatible C^{n+1}-Lie group structure, for each positive integer n. We also present examples of non-analytic, smooth automorphisms of Lie groups over such fields, as well as C^n-automorphisms which fail to be C^{n+1}.