Unfortunately to my knowledge, Enterprise Miner does not compute confidence intervals for the ROC index.
I hadn't heard of confidence intervals on ROC curves before, so I decided to look it up. I found several different results, so unfortunately I'm not sure what method you need for your work.
Ultimately, if you know the equations behind the confidence interval calculation, then you can use a SAS code node to do the computations for the ROC index and the confidence interval after the modeling node.
I hope this helps guide your work. Let me know if there's anything I can help with here.
... View more