A method for combining multiple probability of click models in an online advertising system into a combined predictive model, the method commencing by receiving a feature set slice (e.g. corresponding to demographics or taxonomies or clusters), and using the sliced data for training multiple slice-wise predictive models. The trained slice-wise predictive models are combined by overlaying a weighted distribution model over the trained slice-wise predictive models. The combined predictive model then is used in predicting the probability of a click given a query-advertisement pair in online advertising. The method can flexibly receive slice specifications, and can overlay any one or more of a variety of distribution models, such as a linear combination or a log-linear combination. Using an appropriate weighted distribution model, the combined predictive model reliably yields predictive estimates of occurrence of click events that are at least as good as the best predictive model in the slice-wise predictive model set.