I am doing multiple linear regression. I was directed to this question on how to solve MLR as a sequence of simple linear regressions, Question on how to normalize regression coefficient and I understand this result.
However I have also been told that Moore-Penrose Pseudo Inverse can be used for MLR. In doing so I see that it does indeed give the least squares result for a set of linear equations. However I can't figure out how to use it for linear regression if I have a y intercept that is non-zero.
The Moore-Penrose Equation that I understand, which is ( (A' * A)^-1 * A' ) * y seems to force a regression through the origin. Is there a way to use it and then calculate an intercept ?