In this book, I investigate statistical issues and develop methodological recommendations for individual patient data meta-analysis of prognostic factor studies projects. I undertook an empirical study to compare between the individual patient data (IPD)and aggregated data approach to assess PFs in breast cancer. I showed that the IPD approach is preferable over aggregated data. I developed eleven IPD meta-analysis models to investigate whether accounting for clustering of patients within studies should be undertaken and which approach is the best to use. The models differed by using either a one-step or two-step approach, and whether they accounted for parameter correlation and residual variation. In addition, I developed three non-linear fractional polynomial IPD meta-analysis models based on whether one-step or two-step approach and whether first or second order fractional polynomial functions are performed.