ierarchical Linear Modeling (HLM) is a type of regression model used frequently for education data sets.  Education data sets typically select students from a set schools and thus information about students are correlated (such that students from the same schools are similar in their traits).  With this type of data, classical methods, such as OLS regression, would not produce correct standard errors; therefore, HLM needs to be used as it takes the issue of correlated errors into consideration and provides more realistic and conservative statistical testing.  Parameter estimates, however, are not drastically different in classical methods and HLM.  If OLS tells you the US junior high school students scored 555 points on average, HLM would give you almost the same information.  However, standard errors would be larger for HLM than OLS, as HLM considers sources of errors more rigorously than OLS.  (To exaggerate a little bit, it is interesting that good statistical models are the ones that give you poorer results in terms of the size of standard errors.)

Supplemental materials for my handbook chapter on HLM (in Japanese) Doing SAS (r) PROC MIXED for Hierarchical Linear Models My manual for SAS PROC MIXED for doing HLM Syntax Example PROC MIXED The MANUAL Download a data for an exercise mentioned in the manual memo: My 5 minute explanation of HLM for people who already know OLS. powerpoint viewer. My Rasch model essay. Using PROC NLMIXED to understand HLM and Rasch model. Why center dummy variables? (Excel file) When I try to explain it, I get lazy and say something like "if you center gender (dummy variable), intercept will be a value adjusted for gender composition of the school."  What it really means is in here.  I understand it graphically, but I have hard time saying it in words. Hiearachical Linear Model using SAS, step by step demonstrationMy SAS PROC MIXED Macro libraryComparison of HLM Software and PROC MIXED Essay, the difference betwen HLM and SAS PROC MIXED particularly in terms of how we talk about the model. USEFUL tips Why in SAS PROC MIXED you want to use CLASS statement to treat categorical variables rather than creating a series of dummy variables.   FROM From: SAS(r) Discussion [SAS-L@LISTSERV.UGA.EDU] BRYK AND RAUDENBUSH'S HLM See a SAS syntax If I were to use B&R's HLM, I'd always run it from SAS in this way. I also tried the same idea to control Mike Linacre's Winsteps, Rasch model software.  See a syntax. HLMresultPicker.sas: Summarizing HLM3 Output using SAS.  I wrote a SAS program that takes HLM3 outputs as data sets and takes important statistics from them.  Currently it only works for 3-level HLM. This is See a SAS syntax. Excel Table Download PROC MIXED for everything