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[S] easy way to make illustrative regression ellipsoid graph?

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Subject: [S] easy way to make illustrative regression ellipsoid graph?
From: "William M. Grove" <William.M.Grove-1@tc.umn.edu>
Date: Tue, 27 Apr 1999 16:48:01 -0500
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I need to make overheads to illustrate overlapping distributions with
same/different regression slopes/intercepts in the X-Y plane.  Generating
random data, and graphing linear regressions for same/different
slope/intercepts, is of course no problem.  The problem is that I usually
don't want to show the points, I want to show ellipses (a single one,
really) for the density of the bivariate data.  

I can get a 2D contour plot to show such a thing, but it shows a messy
numeric label for the contour.  I presume I can get rid of this if I try.
I can also get just one ellipse to print out, I assume.  However, there are
two other problems which the documentation doesn't seem to help me lick.  

First, creating a contour plot gives confidence ellipsoids for the random
data, which aren't smooth for extreme regions of the plot.  I want
"pretty," ideal pictured ellipses so the student isn't distracted from the
point.  

Second, I don't see how to superimpose two plots, one with the regression
line on top of the other, the contour.

Any ideas on how to generate the idea, sampling-error free ellipses?  Or do
I just need to grab a computer drawing package and draw lines & ellipses
the way I want them?
William M. Grove       | "This is one of those times when we have to
Acting Director,       |     rise above principle."
CSPR Program           |                   White House Spokesperson
Dept. of Psychology    |
University of Minnesota|
http://keys.pgp.com:11371/pks/lookup?op=get&search=0xD8A7B6BB ->RSA key,
ldap://certserver.pgp.com ->D-H key; e-mail me for fingerprint.
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