Abstract: Based on monthly time series data from Jan 2001 to Aug 2010, this paper makes empirical research on the effect of china’s coal mine safety endogenous regulatory with linear VAR model and nonlinear STAR model. The result of VAR model shows that the increase of coal mine safety regulations level, which caused by occurrence of accidents will lead to raising the level of the safety regulations ex post inevitably, and if there is the absence of other external influences, such shocks caused by the level of safety regulations will be maintained longer period, which shows that the accident occurred after the coal mine safety regulation system have ability of self-compensation. The result of nonlinear STAR model shows that coal mine safety regulations can be roughly divided into three operating status, that is lower status, which is less than2.18, and middle status, which is greater than 2.18 and less than 3.30, and higher status, which is more than 3.30. More importantly, only in middle status, coal mine safety regulation’s effective, suggesting that even if the absence of independence, the coal mine safety regulation can be still valid in a particular case.