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Stata Code Fragment 
Displaying hazard ratio of different baseline characteristics by a dichotomous variable

The scheme used for this plot can be downloaded by "findit lean scheme" from within Stata. This example here has a couple of steps. First step is to run all the models and store the parameter estimates and standard errors in a temporary file. Then it opens the temporary file as a data set and computes the hazard ratio, the confidence interval and its p-value. The last step is to plot them in a compact fashion. The command "labmask" is part of the labutil module written by Nicholas J. Cox and can be downloaded via "findit labutil".

use http://www.stata-press.com/data/cgg/hip3, clear
 
/*creating variable names for the output file*/
capture file close a
file open a using "hr.txt", write replace
file write a "raw_coeff" _tab "stderr" _tab "variable"  _tab "case" _n

/*running separate model on each binary variable and store the estimates*/

foreach var of varlist male calcium {
  tempvar intcat
  gen `intcat' =`var'*protect
  stcox protect `var' `intcat'
  lincom  `var' /*case 0*/
  file write a (`r(estimate)') _tab (`r(se)') _tab ("`var'") _tab (0) _n
  lincom  `var' + `intcat' /*case 1*/
  file write a (`r(estimate)') _tab (`r(se)') _tab ("`var'")  _tab (1) _n 

}

file close a

insheet using hr.txt, clear

gen hzratio=exp(raw_coeff)
gen lower=exp(raw_coeff - 1.96*stderr)
gen upper=exp(raw_coeff + 1.96*stderr)

gen p_value = 2*(1-normal(abs(raw_coeff/stderr)))
gen pstring = string(p_value, "%4.3f")

egen group=group(variable case), label

gen group2 = group

labmask group2, values(pstring)

twoway  (scatter group hzratio, msymbol(square)) (rspike lower upper group2, hor yaxis(2)), ///
        legend(off) xline(1, lstyle(refline))  xlabel(0(1) 2) xscale(range(-1 2))  ///
        xtitle(hazard ratio) xsize(4) ylabel(, valuelabel axis(1) tlength(0)) yscale(lstyle(none) axis(1)) ///
        ysize(5) plotregion(style(none)) ylabel(, valuelabel axis(2) tlength(0)) yscale(lstyle(none) axis(2)) ///
        ytitle("", axis(1)) ytitle("", axis(2))  scheme(lean1)