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Motivation: Finding a small subset of most predictive genes from microarray for disease prediction is a challenging problem. Support vector machines (SVMs) have been found to be successful with a recursive procedure in selecting important genes for cancer prediction. However, it is not well understood how much of the success depends on the choice of the specific classifier and how much on the recursive procedure. We answer this question by examining multiple classifers [SVM, ridge regression (RR) and Rocchio] with feature selection in recursive and non-recursive settings on three DNA microarray datasets (ALL-AML Leukemia data, Breast Cancer data and GCM data). Results: We found recursive RR most effective. On the AML-ALL dataset, it achieved zero error rate on the test set using only three genes (selected from over 7000), which is more encouraging than the best published result (zero error rate using 8 genes by recursive SVM). On the Breast Cancer dataset and the two largest categories of the GCM dataset, the results achieved by recursive RR are also very encouraging. A further analysis of the experimental results shows that different classifiers penalize redundant features to different extent and this property plays an important role in the recursive feature selection process. RR classifier tends to penalize redundant features to a much larger extent than the SVM does. This may be the reason why recursive RR has a better performance in selecting genes. Availability: The datasets are available at http://sdmc.lit.org.sg:8080/GEDatasets/Datasets.html/ Contact: hustlf@cs.cmu.edu