how to compare two roc curves in python (bid <20 else, will not be accepted)

I want to compare two roc curves generated from 2 probit models with different independent variables on same dependent binary variable.

I want to compute the t-stat and p-val of one roc curve being more significant than other.

Basically this is computing z in eqn 3 of this paper by Hanley Mcneil:

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I want to know how they compute r. i.e how they generate Table 1

Is there any python fn which does this?

Skills: Machine Learning, Python, Statistics

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About the Employer:
( 28 reviews ) new york, United States

Project ID: #17771903

7 freelancers are bidding on average $24 for this job


Hello, My major is Python. I have enough experience for Machine Learning. If you need, please test me. Thanks.

$30 USD in 1 day
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$31 USD in 7 days
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I now required fn() in Python. So, if your table could be transformed to excel all manipulations would be easy.

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I have been working with market data manipulation since 2 years and have goo knowledge of statistics. Would love to take this up

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