\documentclass[border=5pt]{standalone}
%%%<
\usepackage{verbatim}
%%%>
\usepackage{pgfplots}
\pgfplotsset{width=7cm,compat=1.8}
\usepackage{pgfplotstable}
\begin{comment}
:Title: Regression line
:Tags: 2D;PGFPlotstable;Regression;Mathematics
:Author: Jake
:Slug: regression-line

We would like to draw a regression line through some points. For an
illustration, we will generate random points.

PGFPlots can calculate the regression line only for tabulated data, so you will
have to create the points in a table. You can do this using \pgfplotstablenew.

The coefficients of the regression line are stored in the macros
\pgfplotstableregressiona and \pgfplotstableregressionb. 

This code was written by Jake on TeX.SE.
\end{comment}
\pgfmathsetseed{1138} % set the random seed
\pgfplotstableset{ % Define the equations for x and y
    create on use/x/.style={create col/expr={42+2*\pgfplotstablerow}},
    create on use/y/.style={create col/expr={(0.6*\thisrow{x}+130)+5*rand}}
}
% create a new table with 30 rows and columns x and y:
\pgfplotstablenew[columns={x,y}]{30}\loadedtable
\begin{document}
\begin{tikzpicture}
  \begin{axis} [
      xlabel     = Weight (kg), % label x axis
      ylabel     = Height (cm), % label y axis
      axis lines = left, %set the position of the axes
      clip       = false, 
      xmin = 40,  xmax = 105, % set the min and max values of the x-axis
      ymin = 150, ymax = 200, % set the min and max values of the y-axis
    ]
    \addplot [only marks] table {\loadedtable};
    \addplot [no markers, thick, red]
      table [y={create col/linear regression={y=y}}] {\loadedtable}
      node [anchor=west] {$\pgfmathprintnumber[precision=2, fixed zerofill]
      {\pgfplotstableregressiona} \cdot \mathrm{Weight} +
      \pgfmathprintnumber[precision=1]{\pgfplotstableregressionb}$};
  \end{axis}
\end{tikzpicture}
\end{document}