Aiming at the rate allocation problem of the collaborative transmission in heterogeneous wireless networks，this paper introduces the transmission power cost into the coalition utility function，establishes a stable coalition on the basis of the merge-and-split rule and performs the dynamic rate allocation modeling on the basis of the coalition formation game theory． Then，a dynamic rate allocation algorithm is proposed． In order to maximize the coalition gain，the transmission rates in different networks are obtained through derivation． The above-mentioned process，which includes the merge-and-split-based coalition formation and the rate allocation in the coalition，continues until the end of traffic transmission． Simulation results demonstrate that the proposed algorithm can adjust the coalition structure dynamically in the transmission according to the terminal position and achieve a high coalition gain with a low power cost．