Create the scatter plot. On the COMPARE statement, the REG option fits the regression lines and the ELLIPSE option creates the confidence ellipses and sets the ellipse type to MEAN. The SPACING= option adds spacing between plots.

proc sgscatter data=sashelp.iris(where=(species="Versicolor"));
  title "Versicolor Length and Width";
  compare y=(sepalwidth petalwidth)
          x=(sepallength petallength)
          / reg ellipse=(type=mean) spacing=4;
run;