When SPSS tests the AUC of a ROC curve against the chance area (0.5), which statistical test does it use for this? And what are its motivations to use it? This seems to be documented nowhere.
Because SPSS does not allow AUC comparison, I use Stata to do this.
In Stata, it is explained that a chi2 test is used to compare AUCs (using roccomp). But what is the motivation for this? What would the contingency table look like?
EDIT: In IBM SPSS Statistics 24 Algorithms I found the following. Does this mean SPSS uses a Z-test? (W = AUC)