The commonly used approach for building a structure-activity/property relationship consists of three steps. First, one determines the descriptors for the molecular structure, then builds a metamodel by using some proper mathematical methods, and finally evaluates the meta-model. Some existing methods only can select important variables from the candidates, while most metamodels just explore linear relationships between inputs and outputs. Some techniques are useful to build more complicated relationship, but they may not be able to select important variables from a large number of variables. In this paper, we propose to screen important variables by the smoothly clipped absolute deviation (SCAD) variable selection procedure, and then apply Kriging model and empirical Kriging model for quantitative structure-activity/property relationship (QSAR/QSPR) research based on the selected important variables. We demonstrate the proposed procedure retains the virtues of both variable selection and Kriging model.