Two years ago submitted more than a few answers to this Community question
"Regression frustration"
one of them with a notebook that had/has ROC implementations. While preparing for WTC-2016, I decided that it is good idea to make a package with ROC functionalities. (Making an Association
-centric implementation.)
For a more elaborated example of Linear regression with ROC see this
"Regression with ROC"
project which is part of
MathematicaVsR at GitHub.