You can use the ROCCONTRAST statement to compare pairs of your one-variable models to get a formal test of the difference in AUCs. This will tell you if the difference in AUC is significantly different for two variables when considered alone. However, a test of the changes in AUCs due to each of two variables in a single, multi-variable model isn't possible. And even if it were, there is always the issue of statistical vs. practical significance - what is a "big" change in AUC for your purposes might not be an amount that a statistical test would detect. That ultimately requires having the right sample size.
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