Motivation: Individual microarray studies searching for prognostic biomarkers often have few samples and low statistical power; however, publicly accessible data sets make it possible to combine data across studies. Method: We present a novel approach for combining microarray data across institutions and platforms. We introduce a new algorithm, robust greedy feature selection (RGFS), to select predictive genes. Results: We combined two prostate cancer microarray data sets, confirmed the

more »

... ateness of the approach with the Kolmogorov-Smirnov goodness-of-fit test, and built several predictive models. The best logistic regression model with stepwise forward selection used 7 genes and had a misclassification rate of 31%. Models that combined LDA with different feature selection algorithms had misclassification rates between 19% and 33%, and the sets of genes in the models varied substantially during cross-validation. When we combined RGFS with LDA, the best model used two genes and had a misclassification rate of 15%. Availability: Affymetrix U95Av2 array data are available at