Years at an all-boys' school carefully nurturing a morbid fear of women and a love of heavy metal had made the world of relationships a tricky place for me to inhabit. I'd always dreamt that by my mid-thirties I would have a wife and a cute little child or two to remind me of the important things in life. However, as I took my first furtive and depressing steps into middle age I found myself single, and the closest thing to a child was a ginger cat and this book. However, something remarkable had happened since my teens: rock music had become popular again, and some women liked to talk about Iron Maiden. I needed to capitalize before the ephemeral guillotine of fashion spliced this opportunity from me. I met Zoë, who was not only happy to discuss Iron Maiden, but even owned my favourite of their albums (Piece of Mind). She had no aversion to statistics, or soccer, and also happened to be the most beautiful woman ever placed on the face of the earth. Result. 'I'd better marry her before she realizes I'm a balding geek with slight hoarding tendencies', I thought. So that's what we did. A little later than anticipated, my dreams had come true: I started my late thirties with a wife and a cute little... book about a statistics package called R to which my wife contributed. Mental note to self: next time create a little human, not a big book.

Marriage is a leap of faith into the unknown, a shared adventure full of challenges. A bit like this chapter really, because, upon embarking on it, multilevel linear models were an 'unknown': I knew absolutely nothing about them. If you're reading this section then you probably don't know much about them either. So, we'll learn together - a shared adventure, and, oh boy, will it include some challenges...