Starting from the pathway scores derived with GO/Reactome GSEA, SPIA, Pathifier, PARADIGM, and our method on the TCGA data as described above, we used Cox Proportional Hazard model (R package survival) to calculate survival associations for pan-cancer and each tissue-specific cohort. For the pan-cancer cohort, we regressed out the effect of the study and age of the patient, and fitted the more for each pathway and method used. For the tissue-specific cohorts, we regressed out the age of the patients. We adjusted the p-values using the FDR method for each method and for each method and study separately. We selected a significance threshold of 5 and 10% for the pan-cancer and cancer-specific associations for which we show a matrix plot and a volcano plot of associations, respectively.
In order to get distinct classes needed for interpretable Kaplan-Meier survival curves (Fig. 4c), we split all obtained pathway scores in upper, the two middle, and lower quartile and respectively to show for the three examples of associations found.