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Ecological momentary assessment (EMA) methods collect real-time data in real-world environments, which allow physical medicine and rehabilitation researchers to examine objective outcome data and reduces bias from retrospective recall. The statistical analysis of EMA data is directly related to the research question and the temporal design of the study. Hierarchical linear modeling, which accounts for multiple observations from the same participant, is a particularly useful approach to analyzing EMA data. The objective of this paper was to introduce the process of conducting hierarchical linear modeling analyses with EMA data. This is accomplished using exemplars from recent physical medicine and rehabilitation literature.