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This study proposes a strategy for screening and validating of antioxidant compounds and components from leaves of yacon (Smallanthus sonchifolius Poepp. and Endl.) by variable selection based on weight analysis. The theoretical basis of variable selection lies in that the varied quantity of variables will influence the activity results of samples. The ethyl acetate fraction (sample 0) with high DPPH scavenging activity was further separated using silica gel chromatographic column to obtain 17 subfractions (samples 1–17). The 18 samples contain different compounds exhibited different DPPH radical scavenging activities. Two components A and B with time range of 2.00–12.00 min and 53.00–64.00 min on the chromatogram were selected by variable selection, respectively. Simultaneously, a large number of compounds with different retention times (RTs) were screened out. Five predicted compounds, including chlorogenic acid, methyl caffeate, ethyl caffeate, homoeriodictyol, quercetin 3,7-dimethyl ether were isolated and verified by DPPH radical scavenging ability assay. The radical scavenging rates of those compounds were higher than that of ethyl acetate fraction and the positive control butylated hydroxyltoluene (BHT). Meanwhile, components A and B also show strong antioxidant activity. The radical scavenging activity of component A is higher than that of compounds which contained in component A, indicating the existence of synergistic antioxidant activity of compounds. The results of variable selection show that the proposed method is simple and reliable in screening the most active components and compounds. The method could be used for screening of compounds and components from other herbal plants with other activities. [ABSTRACT FROM AUTHOR]