I have a question regarding logistic regression models and testing its skill. I am not quite sure if I understand correctly how the ROC Curve is established.
When calculating the ROC curve, is a train test split happening and then the skill of a model based on the training split is tested on the test split? or is a model based on the ENTIRE data just tested on the ENTIRE data?
If the first is the case, would it make sense to do repeated random train test splits and average out the Area under the curve? would that bring about any additional certainty about the model's skill?