Production function of the expected outputs and undesirable outputs are constructed in this article firstly，and then non-convex nonparametric least squares estimation considering the undesirable outputs is studied． When αi1，β' i1，αi2，β' i2，are given，explicit expression of f and g can be obtained． According to DEA considering undesirable outputs and CNLSUO，relationship between the two fitting curves can be calculated． For the actual outputs of each firm，the estimation of CNLSUO is never larger than that of DEA． Empirical analysis shows that the DEA estimation considering the desirable and undesirable outputs is good． The analysis of statistical properties of methods for environmental efficiency evaluation，including least squares estimation of DEA considered undesirable outputs is bound to expand the scope of non-parameter statistical properties of DEA，which promote the further integration and development of statistics and operations．