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We introduce a statistical procedure that integrates datasets from multiple biomedical studies to predict patients' survival, based on individual clinical and genomic profiles. The proposed procedure accounts for potential differences in the relation between predictors and outcomes across studies, due to distinct patient populations, treatments and technologies to measure outcomes and biomarkers. These differences are modeled explicitly with study‐specific parameters. We use hierarchical regularization to shrink the study‐specific parameters towards each other and to borrow information across studies. The estimation of the study‐specific parameters utilizes a similarity matrix, which summarizes differences and similarities of the relations between covariates and outcomes across studies. We illustrate the method in a simulation study and using a collection of gene expression datasets in ovarian cancer. We show that the proposed model increases the accuracy of survival predictions compared to alternative meta‐analytic methods. [ABSTRACT FROM AUTHOR]