Hierarchical Linear Models have been widely used to analyze multi-level data with ”nested” structure. In Hierarchical Linear Models, we take the ”low level” covariance into account in estimating the ”high level” parameters. That is the reason why Hierarchical Linear Models can be used to deal with the ”nested” data set, in which the ”identity and independence of variance” assumption is destroyed. In order to show the precedence of Hierarchical Linear Model over OLS estimation in constructing the ”Use and Gratification Model”, a paper survey data was used.