From: The information content of financial survey response data
 | A | B | C | D | E | F | G |
---|---|---|---|---|---|---|---|
\( {I}_Z=\frac{\rho^2\left(Z,X\right)}{\rho^2\left(Y,X\right)} \) | 0.894427 | 0.864447 | 1.014439 | 1.22563 | 0.274983 | ? | ? |
\( \hat{\omega}\triangleq \frac{\frac{n}{\sigma^2}}{{\displaystyle {\sum}_{i=1}^{k-1}}\left(\frac{n}{p_i\left(1-{p}_i\right)}\right)}=\frac{1}{\sigma^2{\displaystyle {\sum}_{i=1}^{k-1}}\left(\frac{1}{p_i\left(1-{p}_i\right)}\right)} \) | 0.144737 | 0.141026 | 0.166667 | 0.152778 | 0.141026 | ? | ? |
\( \mathrm{Info}\ \mathrm{per}\ \mathrm{observation}={\displaystyle \sum_{i=1}^{5-1}}\left(\frac{1}{p_i\left(1-{p}_i\right)}\right) \) | 0.628099 | 0.644628 | 0.545455 | 0.595041 | 0.644628 | 0.628099 | 0.528926 |
\( \mathrm{F}\mathrm{I}={\displaystyle \sum_{i=1}^{5-1}}\left(\frac{n}{p_i\left(1-{p}_i\right)}\right) \) | 6.909089 | 7.090908 | 6.000005 | 6.545451 | 7.090908 | 6.909089 | 5.818186 |