I have computed some AUC values from the ROC curve based on logistic regressions. Firstly, I have divided my two datasets (
D2) into three different drivers, let us call them
CC, and kept them all in one set too
- The data is split into 80:20 train:test, respectively (N > 1,000,000 data points).
- The logistic regression is performed on the train dataset.
- The model is evaluated via the
area under the curvemethod on the test dataset.
Therefore, we have AUC values for the two datasets (
D2) and the four drivers (
L La CC LLaCC D1 .5 .6 .89 .93 D1 .5 .75 .81 .86
I have been asked if these differences are significant, I assume within and between groups. But, I do not know whether or not this is even possible? I mean is this not too few estimates to even compare them statistically? NB. No this is not a school assignment.