While I haven't yet had a chance to use it myself, the recently-released Stata v.15 includes the npregress command. Nonparametric regression, similar to the more traditional parametric regression, predicts a mean of an outcome for a given set of covariates. What separates parametric and nonparametric models, however, includes assumptions about the functional form of the mean conditional on the covariates. In particular, unlike parametric models, "nonparametric regression makes no assumptions about the functional form." Thus, output from nonparametric models supports valid inferences "regardless of the true functional form."
A recent Stata Blog post (here) describes the new command in much greater detail and provides helpful comparisons illustrating output differences between parametric and nonparametric models.