common snippet for ROC TESTS

ROC.r

library(pROC)

df = read.csv("...")

## 75% of the sample size
set.seed(123)

smp_size <- floor(0.75 * nrow(df))
train_ind <- sample(seq_len(nrow(df)), size = smp_size)

train <- df[train_ind, ]
test <- df[-train_ind, ]


# Training a null model
null = glm(y ~ a, data = train)

# Training a full model
full = glm(y ~ ., data = train)

# making predictions and computing 
p.null = predict.glm(null, test)
p.full = predict.glm(full, test)
p.true = test$y

# rocs 
r.null = roc(p.true, p.null)
r.full = roc(p.true, p.full)

roc.test(r.null, r.full)