Not about your question. The following example in SAS online help may give you some clues.

proc sgplot data=sashelp.class;
  scatter x=height y=weight / group=sex;
run;

I am not sure if you are talking about kernel density in a contour plot or not? "dot-density" in my understanding is about contour plot. Jingju

sgplot是不是9.2里才有的啊，9.1有办法实现吗？谢谢