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Stata FAQ
How can I combine a histogram and a boxplot in Stata?

UCLA ATS has written a command called histbox that will produce this type of graph. To get this program just type the following into the Stata command box and follow the instructions: findit histbox
use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear

histbox write, start(30) width(5) xtitle(Writing Test Score)

The histbox command also has an option to display the mean in the boxplot.
histbox write, mean start(30) width(5) xtitle(Writing Test Score)


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