Good morning
   
  I am always concerned about the curse of dimensionality when analyzing array data.  We proposed that Mantel correlation be used where we analyze distance matrices calculated on the gene expression data and covariate data instead of analyzing 10's of thousands of individual probes.  This transforms the large P small N problem into a manageable problem.  
   
  In our paper
   
  http://ilya.wustl.edu/~shannon/MantelPaper.pdf
   
  we were fitting linear regression and correlations of gene subsets to covariates data with this method.  (subsequently we have been using it for gene selection using genetic algorithm searches) 
   
  I think this approach could easily be ported to the survival analysis problem and is trivial to code.
   
  Thanks
  Bill Shannon, PhD
  BioRankings, LLC
Founder and President
314-704-8725
http://BioRankings.com

Associate Professor of Biostatistics in Medicine
Washington University School of Medicine
http://ilya.wustl.edu/~shannon
   

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