To add to Daniel's comments

this part of the website gives organized access to all of CMM's training materials

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

and this is the address of the LEMMA training materials

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

you can follow these topics in R, Stata and MLwiN (there are also some materials for SPSS)

There are lots of useful resources here: http://www.bristol.ac.uk/cmm/

Thanks Sir!

To add to Daniel's comments

this part of the website gives organized access to all of CMM's training materials

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

and this is the address of the LEMMA training materials

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

you can follow these topics in R, Stata and MLwiN (there are also some materials for SPSS)

Thanks @jones

Here is a very useful cite for visualizing hierarchical linear models.

http://mfviz.com/hierarchical-models/

Chapter 5 in the book titled Multilevel Modeling for Social and Personality Psychology (Nezlek, 2011) is very helpful. The chapter is titled "Using HLM" and is highly accessible. It also includes a straightforward discussion of some of the pitfalls that researchers experience when using HLM.

https://uk.sagepub.com/en-gb/eur/multilevel-modeling-for-social-and-personality-psychology/book235405