There are no particular safety concerns for women that don't affect men as well. What trouble there might be is nondiscriminatory. Being out late at night on your own is not actually particularly dangerous in Laos, but it remains unwise.
It is unusual for a Lao woman to travel on her own, but given your obviously foreign status, all allowances will generally be made for your choice to do so.
The main thing to remember is that Laos is a very conservative country. Anyone who behaves in a loutish or uncouth way, especially if intoxicated, will cause deep shock, worry, and offense. This is doubly true for women. Another thing you will notice is how modestly Lao women dress. No one will stop you from wearing skimpy clothes, but it is likely to embarrass them even if they don't say anything. When bathing or swimming, Lao women remain covered. You don't have to do the same, but if you do wear a T-shirt or even a sarong while bathing in the river, particularly in Vang Vieng, your consideration will likely be noted by local people.
Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.