In reply to Gene Mroz.

To clarify, the main point of this post is that the standard error of the prediction increases as you move away from the data. In other words, you should not trust predicted values when they are far from observed values.

To answer your question, the SAS/IML CVEXHULL function is limited to 2-D so, no, you can't easily draw a similar picture in 3-D. However, if the data are approximately multivariate normal, you can use the technique in the article "Create scoring data when regressors are correlated," which works in arbitrary dimensions.