Prognostic models that predict the clinical course of a breast cancer patient are important in oncology. We propose an approach to constructing such models based on fractional polynomials in which useful transformations of the continuous factors are determined. The idea may be applied with all types of regression model, including Cox regression, the method of choice for survival-time data. We analyse a prospective study of node-positive breast cancer. Seven standard prognostic factors--age, menopausal status, tumour size, tumour grade, number of positive lymph nodes, progesterone and oestrogen receptor concentrations--were investigated in 686 patients, of whom 299 had an event for recurrence-free survival and 171 died. We determine a final model with transformations of prognostic factors and compare it with the more traditional approaches using categorized variables or assuming a straight line relationship. We conclude that analysis using fractional polynomials can extract important prognostic information which the traditional approaches may miss.