Increased availability of drug response and genomics data for many tumor cell lines has accelerated the development of pan-cancer prediction models of drug response. However, it is unclear how much between-tissue differences in drug response and molecular characteristics may contribute to pan-cancer predictions. Also unknown is whether the performance of pan-cancer models could vary by cancer type. Here, we built a series of pan-cancer models using two datasets containing 346 and 504 cell lines with MEK inhibitor (MEKi) response and RNA, SNP, and CNV data, and found that, while the tissue-level drug responses are accurately predicted (between-tissue rho=0.88-0.98), only 5 of 10 cancer types showed successful within-tissue prediction performance (within-tissue rho=0.11-0.64). Between-tissue differences make substantial contributions to the performance of pan-cancer MEKi response predictions, as we estimate that exclusion of between-tissue signals leads to a 22% decrease in performance metrics. In practice, joint analysis of multiple cancer types usually has a larger sample size, hence greater power, than for one cancer type; and we observe that the higher accuracy of pan-cancer prediction of MEKi response is almost entirely due to the sample size advantage. Success of pan-cancer prediction reveals how drug response in different cancers may invoke shared regulatory mechanisms despite tissue-specific routes of oncogenesis, yet predictions in different cancer types require flexible incorporation of between-cancer and within-cancer signals. As most datasets in genome sciences contain multiple levels of heterogeneity, careful parsing of group characteristics and within-group, individual variation is essential when making robust inference. ### Competing Interest Statement The authors have declared no competing interest.
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