The mechanisms of lung cancer are highly complex. Not only mRNA gene expression but also microRNAs, DNA methylation, and copy number variation (CNV) play roles in tumorigenesis. It is difficult to incorporate so much information into a single model that can comprehensively reflect all these lung cancer mechanisms. In this study, we analyzed the 129 TCGA (The Cancer Genome Atlas) squamous cell lung carcinoma samples with gene expression, microRNA expression, DNA methylation, and CNV data. First, we used variance inflation factor (VIF) regression to build the whole genome integrative network. Then, we isolated the lung cancer subnetwork by identifying the known lung cancer genes and their direct regulators. This subnetwork was refined by the Bayesian method, and the directed regulations among mRNA genes, microRNAs, methylations, and CNVs were obtained. The novel candidate key drivers in this refined subnetwork, such as the methylation of ARHGDIB and HOXD3, microRNA let-7a and miR-31, and the CNV of AGAP2, were identified and analyzed. On three large public available lung cancer datasets, the key drivers ARHGDIB and HOXD3 demonstrated significant associations with the overall survival of lung cancer patients. Our results provide new insights into lung cancer mechanisms.