Linear Regression Program Code :

import matplotlib.pyplot as plt

import numpy as np
from sklearn import datasets, linear_model
from sklearn.metrics import mean_squared_error,r2_score

"""**Step 2 : Load the dataset**"""

diabetes = datasets.load_diabetes()

"""**Step 2.1 Select features for which you require the plotting**"""

diabetes_X = diabetes.data[ : ,np.newaxis,2]

"""**Step 3: Split the data into training data and testing data**"""

diabetes_X_train = diabetes_X[ : -20]

diabetes_X_test = diabetes_X[-20:]
diabetes_Y_train = diabetes.target[ : -20]
diabetes_Y_test = diabetes.target[-20:]

"""**Step 4: Create the linear regression model**"""

regr = linear_model.LinearRegression()

"""**Step 5: Train the model using the training set**"""

regr.fit(diabetes_X_train,diabetes_Y_train)

"""**Step 6 : Make predictions on testing set**"""

diabetes_Y_pred = regr.predict(diabetes_X_test)

"""**Print actual and predicted values**"""

print(diabetes_Y_test)
print("predicted values are")
print(diabetes_Y_pred)

"""**Step 7 : Display the regression coefficients**"""

print('Coefficients: \n', regr.coef_)

print("mean squared error: %.2f"
# % mean_squared_error(diabetes_Y_test,diabetes_Y_pred))
print('Variance score: %.2f' % r2_score(diabetes_Y_test,diabetes_Y_pred))

"""**Step 8 : Plotting the output**"""

plt.scatter(diabetes_X_test,diabetes_Y_test,color='black')
plt.plot(diabetes_X_test,diabetes_Y_pred,color='red',linewidth=3)
plt.xticks(())
plt.yticks(())
plt.show()

Screenshots
1) First 5 tuples of the dataset

2) diabetes.keys()

3) diabetes.data

4) diabetes.feature_names

5) Actual and Predicted values

6) Coefficient Values
7) Linear Regression Graph / Plot