Semivarying coefficient models are frequently used in statistical models. In this paper, under the condition that the coefficient functions possess different degrees of smoothness, a two-step method is proposed. In the case, one-step method for the smoother coefficient functions cannot be optimal. This drawback can be repaired by using the two-step estimation procedure. The asymptotic mean-squared error for the two-step procedure is obtained and is shown to achieve the optimal rate of convergence. A few simulation studies are conducted to evaluate the proposed estimation methods.