Considere esses exemplos

lattice: http://leg.ufpr.br/~walmes/cursoR/mgest/1medidas-influen.html
ggplot2: http://leg.ufpr.br/~walmes/analises/CECarducci/cafe_pedotrans.html

Usando a graphics com código reproduzível

m0 <- lm(dist ~ poly(speed, degree = 2), data = cars)

grid <- with(cars,
             data.frame(speed = seq(min(speed),
                                    max(speed),
                                    length.out = 31)))

mat <- predict(m0, newdata = grid, interval = "confidence")

grid <- cbind(grid, as.data.frame(mat))
str(grid)

plot(dist ~ speed, data = cars, type = "n")
with(grid, polygon(x = c(speed, rev(speed)),
                   y = c(lwr, rev(upr)),
                   col = "gray",
                   border = NA))
lines(fit ~ speed, data = grid)
points(dist ~ speed, data = cars)

À disposição.
Walmes.