Dear Getinet,

It is very easy - just enter the dependent variable in the Dependent list and the Level 1 variables in the Independent(s) list in the linear regression dialog box and click on the Next button, the add the Level 2 variables in the same way and click on the Next button again, then add the Level 3 variables in the same way and click on OK.

Dear Prof. Peter Samuels

Thank you very much it is very clear way of procedure but, I think this is for multiple regressions (Hierarchical linear regression). I am looking for mixed linear model (Hierarchical Linear Model) in which students nested in classroom and class room nested in school.

Think that you mean "multilevel modeling"?? If yes, I am also looking for that...

Yes you are right.  

I have searched for Multilevel modeling today. The University of Bristol has a "center for multilevel modeling".

You can see the below link for more info:

http://www.bristol.ac.uk/cmm/software/

They have provided invaluable information about "ML modeling" such as different software (e.g. MLwin, Stat-JR), manual.

The key to using the Centre for Multilevel Models material is this page

 http://www.bristol.ac.uk/cmm/software/mlwin/mlwin-resources.html

The problem with SPSS is that why it calculates the higher-level variance it does not allow for the calculation of higher -level residuals- so it while it will calculate the between school unexplained variation it will not calculate the school differential effect

Chris Charlton has written the following 

http://www.bristol.ac.uk/media-library/sites/cmm/migrated/documents/5-spss-example.pdf

as part of the free online course

http://www.bristol.ac.uk/cmm/learning/online-course/

which has the following modules

Modules

Using quantitative data in research (watch video introduction)

Introduction to quantitative data analysis (watch video introduction)

Multiple regression

Multilevel structures and classifications (watch video introduction)

Introduction to multilevel modelling

Regression models for binary responses

Multilevel models for binary responses

Multilevel modelling in practice: Research questions, data preparation and analysis

Single-level and multilevel models for ordinal responses

Single-level and multilevel models for nominal responses

Three-level multilevel models

Cross-classified multilevel models

Multiple membership multilevel models

Missing Data

Multilevel Modelling of Repeated Measures Data

@Kelvyn Jones

Thank you very much I noticed.