Add docs references to plot_lm docstring

Add links to the related functions and classes to all the places where they are mentioned in the plot_lm docstring.

Sample PR:

You can see https://github.com/arviz-devs/arviz/pull/1816 for the function, plot_autocorr.

Source File

Source file: https://github.com/arviz-devs/arviz/blob/main/arviz/plots/lmplot.py

How to add links

Add the links in the docstring of doc. You can also check the docstring by going to the [source].

• Add links to the ArviZ functions and classes using Cross-referencing with Sphinx.
• Add links to the xarray functions and classes using Intersphinx.
• Add the rest of the external links using this syntax.

backend_kwargs and kwargs

For adding backend_kwargs as they have been added in #1816, see Adding backend_kwargs guide.

See also section

Add the following functions in the “See also” section:

1. plot_ts
2. plot_ppc

See Adding “see also” section for more details.

Checking the preview of docs

For checking the preview of docs, you don’t need t set up the project on your local machine. Just follow the checking the preview guide.

[arushi-mittal]

Yes @roshnaeem I am on it! Hoping to be done in the next couple of days!

[roshnaeem]

Thank you @arushi-mittal. Let me know if you need any help.