There is an increasing need to link the large amount of genotypic data, gathered using microarrays for example, with various phenotypic data from patients. The classification problem in which gene expression data serve as predictors and a class label phenotype as the binary outcome variable has been examined extensively, but there has been less emphasis in dealing with other types of phenotypic data. In particular, patient survival times with censoring are often not used directly as a response variable due to the complications that arise from censoring. We show that the issues involving censored data can be circumvented by reformulating the problem as a standard Poisson regression problem. The procedure for solving the transformed problem is a combination of two approaches: partial least squares, a regression technique that is especially effective when there is severe collinearity due to a large number of predictors, and generalized linear regression, which extends standard linear regression to deal with various types of response variables. The linear combinations of the original variables identified by the method are highly correlated with the patient survival times and at the same time account for the variability in the covariates. The algorithm is fast, as it does not involve any matrix decompositions in the iterations. We apply our method to data sets from lung carcinoma and diffuse large B-cell lymphoma studies to verify its effectiveness.