An ellipse plot will plot a confidence ellipse of the relationship between two variables. The ellipse can be super-imposed over a scatter of the two variables. It can also be separated by a categorical variable to create sub-ellipse graphs for the relationship between the two variables in each category, as well as a final total sub-graph which shows all the categorical ellipses and the overall ellipse together in a single graph.
To create an ellipse plot you first need to download the ellip command from the SSC, which you do in Stata using the following command:
To generate this graph in Stata use the following commands: