Like Austin, I guess that this refers to one response and one predictor.
Although not strictly a kernel method, a similar smoothed outcome
including confidence intervals can be obtained using restricted cubic
splines. 
-rcspline- is a convenience command on SSC that can show data, smooth
and c.i.s from a single input line. 
Nick 
[email protected] 
Austin Nichols
help lpoly
shows one way.  You can also bootstrap, as demonstrated in my SJ7(4)
article.
<[email protected]>
> I am trying to apply a confidence interval on a kernel regression.
Does
>  anybody know how to do that?
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