stats

DeLong Test — Independent ROC

Compare AUCs of two independent classifiers — DeLong variance, Z-statistic, p-value, CI, and ROC plot.

Format: one subject per line — score,label (label = 0 or 1).
Each classifier is from an independent dataset. For paired (same subjects), use the Paired ROC calculator.

Input — Classifier Scores

Classifier 1 (score,label per line)Classifier 2 (score,label per line)

Results

n₁ (pos / neg)—

n₂ (pos / neg)—

AUC₁—

AUC₂—

Var(AUC₁) / Var(AUC₂)—

AUC difference (AUC₁ − AUC₂)—

SE of difference—

Z-statistic—

p-value (two-tailed)—

95% CI for AUC₁ − AUC₂—

Conclusion α = 0.05—

AUC = (1/nm)ΣΣ ψ(Xᵢ,Yⱼ) · ψ(x,y) = 1 if x>y, 0.5 if x=y, 0 if x<y
Var(AUC) = s₁₀²/n + s₀₁²/m · s₁₀² = Var(V10), s₀₁² = Var(V01)
DeLong et al., Biometrics 1988. Independent classifiers: SE = √(Var₁+Var₂)