If the perl CPAN module is installed and working, you can install
Statistics::LineFit using:

perl -MCPAN -e "install Statistics::LineFit"

Otherwise, download the tar file from CPAN (see search.cpan.org) and proceed
as follows:

UNIX / LINUX / CYGWIN

Unbundle the tar file using a command like:

gunzip -c Statistics-LineFit-0.01.tar.gz | tar xvf -

Then cd to the Statistics-LineFit-0.01 directory and do:

perl Makefile.PL
make
make test
make install

If you want to install the module in a directory other than the default
location, use something like:

perl Makefile.PL PREFIX=/home/mydir/perl LIB=/home/mydir/perl/lib 

WINDOWS

The above commands will also work from within a Cygwin window on Windows.
Otherwise, unbundle the tar file using a freeware archive program like
PowerArchiver and use 'nmake' rather than 'make'.

MACINTOSH, OS 370, VMS, etc.

If Perl is installed you will be able to install this module, but I'm not
sure of the exact commands needed.  The installation steps will be similar 
to the above sequence.