I would like to find if there is a significant difference between two ROC-curves. I've found the roc.test in the pROC package. However, I cannot seem to find any information on how this test is actually performed. Can anyone explain it to me or refer to a webpage that has information on this?
From the documentation for
roc.test(), I've found that the used test is DeLong's test (based on the article 'Comparing the areas under two or more correlated receiver operating characteristic curves: a nonparametric approach'). However, I don't quite understand the article.
My ROC-curves have been found by comparing two logistic regressions, where one has a subset of attributes of the other seeing as I want to examine whether these attributes are useful. The probabilities are found using 5-fold cross-validation.