You can use Graph Builder to do this. Plot meanHI vs population, and drag the Density column into the Color area. Then click on the Line of Fit toolbar icon.
Here's a scripted example using Big Class:
dt = open("$sample_data\Big Class.jmp");
dt << Graph Builder(
Show Control Panel( 0 ),
Variables( X( :weight ), Y( :height ), Color( :age ) ),
Elements(
Points( X, Y, Legend( 1 ), Jitter( 1 ) ),
Line Of Fit(
X,
Y,
Legend( 4 ),
Confidence of Fit( 0 ),
Confidence of Prediction( 0 ),
Degree( "Linear" ),
Equation( 0 ),
Root Mean Square Error( 0 ),
R²( 0 )
)
)
);