A Simple unity script for modal dialogs on uGUI. When click outside the modal, close it.

Closer.cs

using UnityEngine;
using System.Collections;
using UnityEngine.EventSystems;
using System.Linq;

public class Closer : MonoBehaviour, IPointerClickHandler {

	public int ancestorLevel = 0;

	public void OnPointerClick(PointerEventData data) {
		var target = Enumerable.Range (0, ancestorLevel)
			.Aggregate (gameObject.transform, (acc, _) => acc.transform.parent);
		Destroy (target.gameObject);

		data.Use ();
	}
}

Usage

1. Create a GameObject UI -> Panel under the canvas.
2. Edit and add components like this. An Image component is required for handling click event. If it is a hindrance, set transparent of the image to 100%.
   
3. Add GameObjects of dialog panel and it's contents under the created object at 1..