The Bland-Altman plot is a type of difference plot commonly used in biomedicine to compare two assays to each other. In other disciplines it is more commonly known as the Tukey mean-difference plot.
To create this graph you first need to download the batplot command from the SSC, which you do in Stata with the following command:
ssc install batplot

To generate this graph in Stata, use the following commands:
sysuse auto, clear
batplot mpg turn, title(Agreement between mpg and turn) info valabel(make) notrend xlab(26(4)38) moptions(mlabp(9))