Does it matter what order the data appears in in the worksheet?
For some purposes the order of the rows of data in the worksheet is not important, but if you want to run a model it is very important that the data is arranged so that all the cases belonging to the same highest level unit are on adjacent rows, and within highest level units, that all the cases belonging to the same unit at the next level down are on adjacent rows, and so on, right down to (within level 3 units) cases belonging to the same level 2 unit being on adjacent rows. In other words, the data should be sorted by level 1 units within level 2 units within … within highest level units. (The exception to this is if you are using MCMC to fit a cross-classified model, since this does not rely on the order of the cases to determine which unit each case belongs to at each level; however it is still wise to sort the data in this way as far as possible since when IGLS is run this will give better starting values for MCMC). Chapter 8 of the User’s Guide to MLwiN (available to download