Clinical response to anti-cancer drugs varies between patients. A large portion of this variation can be explained by differences in molecular features, such as mutation status, copy number alterations, methylation and gene expression profiles. We show that the classic approach for combining these molecular features (Elastic Net regression on all molecular features simultaneously) results in models that are almost exclusively based on gene expression. The gene expression features selected by the classic approach are difficult to interpret as they often represent poorly studied combinations of genes, activated by aberrations in upstream signaling pathways.