This is a Stata package that plots distributions of variables after absorbing the variance from fixed effects (i.e. categorical controls) and linear covariates. You can also use it to comfortably residualize variables for further analysis.
The package can be installed from GitHub by executing in Stata:
net install fedistr, from("https://raw.githubusercontent.com/leojahrens/fedistr/master") replace
Or from SSC:
ssc install fedistr, replace
Once installed, please see help fedistr for the syntax and the whole range of options.