In high throughput cancer genomic studies, results from the analysis of single datasets often suffer from a lack of reproducibility because of small sample sizes. Integrative analysis can effectively pool and analyze multiple datasets and provides a cost effective way to improve reproducibility. In integrative analysis, simultaneously analyzing all genes profiled may incur high computational cost. A computationally affordable remedy is prescreening, which fits marginal models, can be conducted in a parallel manner, and has low computational cost.