set terminal svg fname "Helvetica" fsize 25
set output "LinearRegression.svg"
set key left
set xtics axis 4.0,0.5
set ytics nomirror 1
set border 2
f(x) = a*x + b
fit f(x) 'randpts' using 1:2 via a,b
set yrange [-0.9:4]
plot 'randpts' with points pointtype 7 pointsize 0.3 title 'Datapoints', \
	f(x) with lines linetype 3 linewidth 3 title 'Regression',  \
	0 with lines linetype -1 notitle

The datafile 'randpts' was made in GNU Octave using the commands

f = fopen('randpts', 'w');
for i=1:200; 
   x=rand(1); 
   y=0.2*randn(1) + 3*x + 0.35; 
   fprintf(f, '%g %g\n', x, y); 
end
fclose(f)

(identical code also works in Matlab.)

This work has been released into the public domain by its author, Berland. This applies worldwide. In some countries this may not be legally possible; if so: Berland grants anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.