To avoid a difficulty of inserting a spline shaft into a spline hole, respective holding members 29 constituting a holding device 28 for holding a hub 3 are displaced in a radial inward direction of a small diameter stepped portion 15. The inner peripheral surface of the inside end of an original hole 25 is elastically deformed radially inward the same as or slightly greater than the elastic deformation caused by externally securing tightly an inner ring to the small diameter stepped portion 15. In this condition, a female spline portion for constituting a spline hole is formed in the original hole 25.