As far as I'm aware, MBA's are completely uncorrelated to entrepreneurial success, and only slightly correlated to earnings in similar job positions, but can be highly correlated to actually getting the job in certain fields.

I don't have any studies I can find in my Evernote, so this is from memory, but I believe this is what you'll find if you consult the literature.

If you're going to be an entrepreneur, you could save some money by self-studying, which is exactly what myself and eeuuah are doing. Let me know if you're interested in joining our little study group.