Table 3.
Mazur ln (K) | Samuelson ln (k) | Myerson & Green ln (k) | Myerson & Green s | Rachlin ln (k) | Rachlin s | Liabson β | Liabson δ | |
---|---|---|---|---|---|---|---|---|
Samuelson ln (k) | 0.995 | |||||||
Myerson & Green ln (k) | 0.701 | 0.685 | ||||||
Myerson & Green s | −0.165 | −0.154 | −0.597 | |||||
Rachlin ln (k) | 0.452 | 0.433 | 0.746 | −0.559 | ||||
Rachlin s | −0.166 | −0.128 | −0.378 | 0.446 | −0.899 | |||
Liabson β | −0.508 | −0.461 | −0.707 | 0.307 | −0.498 | 0.504 | ||
Liabson δ | −0.441 | −0.479 | −0.312 | 0.010 | −0.163 | −0.145 | 0.090 | |
AUC | −0.741 | −0.769 | −0.404 | −0.010 | −0.292 | −0.025 | 0.119 | 0.266 |
Note. Sample sizes ranged between 78 and 80 for correlations involving the Myerson & Green model, and sample sizes ranged between 106 and 111 for all other correlations.