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Created with the following Gnuplot file:

set terminal svg font "Bitstream Vera Sans,24"
set output "Linear-regression.svg"

set xrange [0:1]
set yrange [2:6]
set xzeroaxis linetype -1
set yzeroaxis linetype -1
set xtics border nomirror 0.5
set ytics border nomirror 2
set key off
set border 15
set samples 2  # duh, straight line

plot '-' with points pointtype 6 pointsize 1.5 linecolor 6
0.84018771715471	5.0920721752254
0.78309922375861	5.4993770054934
0.91164735793678	5.0219594480046
0.33522275571489	3.663139781769
0.27777471080319	3.2292176040979
0.47739705186216	4.0677809238643
0.36478447279184	3.5137723092023
0.95222972517471	6.3816035819077
0.6357117279599	4.7956233221396
0.1416025553558	2.7597376235082
0.01630057162433	2.0398219692681
0.13723157678602	2.9002851883054
0.15667908925408	2.6485946288034
0.12979044678146	2.3215484331961
0.99892451800356	5.3518979261186
0.5129323944044	4.4596524827421
0.61263983259566	4.1465031113153
0.63755226770302	4.5417962600388
e
plot 3.7*x+2.15 with lines linewidth 3 linecolor 1

The actual data is just randomly choosen points along the line, randomly displaced from it, created with a small Lua program:

function f (x) return 3.7 * x + 2.15 end

for _ = 1, 18 do
    local x = math.random()
    print(x, f(x) * (0.85 + 0.3 * math.random()))
end