Based on information economics and from the perspective of pluralistic investment, this study constructs a multivariate capital model and proposes research hypothesis. Taking Shandong province’s enterprises as the research samples and using variance analysis and multiple regression analysis method, it tests the difference of support of inspection government, financial support system, investment of enterprise itself to enterprises’ independent innovation. The empirical results suggest strengthening the government policies and guide function, constructing perfect financial system and strengthening the status of main body of enterprise itself for elimination of the bottleneck of enterprise innovation and promoting their independent innovation ability.