The methodology focus on the problem of in what way can people understand and comprehend the true substance of phenomenon and action in the society,and there is some deviation in holism and individualism.The view in this paper is the social individualism by Hayek and the theory of intersubjectivity by Schuetz are new approaches,by their creative theories indicate the attention and develop of the combination of the two topics in modern western sociology,and the methodology of sociology outline the practical character.