Create the second band plot. The LEGENDLABEL= option specifies the label for the band plot in the legend. The FILLATTRS= option specifies the style element for the fill.
band x=height lower=lowermean upper=uppermean /
fillattrs=GraphConfidence2
legendlabel="95% CLM" name="band2";
scatter x=height y=weight;
series x=height y=predict / lineattrs=GraphPrediction
legendlabel="Predicted Fit" name="series";