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Click Browse in the Level-2 specification section to open an Open Data File
dialog box.
Open a level-2 SPSS system file in the HLM folder (HSB2.SAV in our example). The
Choose Variables button below Browse will be activated.
The precision of estimation of the intercept (which in this application is a school mean) depends
on the sample size within each school. The precision of estimation of the slope depends both on
the sample size and on the variability of SES within that school. Schools that are homogeneous
with respect to SES will exhibit slope estimation with poor precision.
Summary of the model specified
Level-1 Model
MATHACHij = β0j + β1j*(SESij) + rij
Level-2 Model
β0j = γ00 + γ01*(SECTORj) + γ02*(MEANSESj) + u0j
β1j = γ10 + γ11*(SECTORj) + γ12*(MEANSESj) + u1j
SES has been centered around the group mean.
MEANSES has been centered around the grand mean.
Mixed Model
MATHACHij = γ00 + γ01*SECTORj + γ02*MEANSESj
+ γ10*SESij + γ11*SECTORj*SESij + γ12*MEANSESj*SESij
+ u0j + u1j*SES+ rij
The first task in using HLM2 is to construct the Multivariate Data Matrix (MDM) from raw data
or from a statistical package. We generally work with two raw data files: a level-1 file and a
level-2 file. Both files must be sorted by the level-2 ID (It is possible, however, to build the
MDM file from a single data file, though this option is not suggested when the level-1 file is
very large. The level-1 file must again be sorted by level-2 ID.
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