A quick look at a few cautions about simple linear regression.
Anscombe’s quartet can be found in:
Anscombe, F. (1973). Graphs in statistical analysis. American Statistician, 27:17–21.
The fuel use vs speed data is found in:
West, B.H., McGill,R.N., Hodgson, J.W., Sluder, S.S. , and Smith D.E., Development and Verification of Light-Duty Modal Emissions and Fuel Consumption Values for Traffic Models, FHWA-RD-99-068, U.S. Department of Transportation, Federal Highway Administration, Washington, DC, March 1999.
The life expectancy vs television data is a random sample from the 2008 Economist Pocket World in Figures.