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To obtain a reliable prediction model for a specific cancer subgroup or cohort is often difficult due to limited sample size and, in survival analysis, due to potentially high censoring rates. Sometimes similar data from other patient subgroups are available, e.g. from other clinical centers. Simple pooling of all subgroups can decrease the variance of the predicted parameters of the prediction models, but also increase the bias due to heterogeneity between the cohorts. A promising compromise is to identify those subgroups with a similar relationship between covariates and target variable and then include only these for model building.

We propose a subgroup-based weighted likelihood approach for survival prediction with high-dimensional genetic covariates. When predicting survival for a specific subgroup, for every other subgroup an individual weight …