A violin plot is a modified box-plot which adds the estimated kernel density to each plot. To draw this plot in Stata you will need a user-written command called vioplot. This can be easily installed within Stata using the following command:
ssc install vioplot
An example of a violin plot is shown below:
To generate the plot above, use the following Stata commands:
sysuse auto, clear
vioplot mpg, over(rep78) horizontal title("Violin Plot of Mileage") subtitle("By repair record") ytitle(Repair Record) ylabel(, angle(0))