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As regards the name of the "by" variable: instead of repeating it for each line in the legend, I find it cleaner to add it as the legend title.

sysuse nlsw88, clear
binscatter wage age, by(race)

would give

screen shot 2015-03-20 at 8 08 12 pm

Legend presentation: instead of repeating the name of the variable for each line, add it as the legend title.
@matthieugomez matthieugomez changed the title Update binscatter.ado Add legend title Mar 21, 2015
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