Thank you for the responses. I'm using survey data, so I'm not exactly comparing specific groups (e.g., not testing moderation). And I'm using hierarchical regression in the theoretically-ordered blocks of variables sense, as opposed to the hierarchical linear modeling nested variables sense, so there are no nested variables per se (e.g., no students, in classrooms, in schools, in districts, etc.). Basically, I'm testing a family stress model. I was originally creating a structural equation model, but had to abandon this due to difficulties I was having with creating a composite variable of five indicators of stress (these five indicators would now constitute the first block of variables in my hierarchical regression model). So, in order to test the mechanism that I was essentially testing with SEM, I was thinking I could run this modified hierarchical regression in which the dependent variable for Block 1 becomes the IV of Block 2 and so forth. Each additional block then does not represent a nesting level but another (endogenous) variable in my analysis. Thus, Block 1 contains five stress variables that need to be controlled, and Blocks 2 and 3 contain "mediating" variables (i.e., two different constructs that family stress theory suggests are pathways for the transmission of stress), if you will (I don't necessarily intend to test for mediation though). The effects of variables in Blocks 2 and 3 are the ones I'm particularly interested in on the final outcome variable (in this case, it is a measure of family functioning).

I could do a simple hierarchical regression, which would let me know the effect of my main variables of interest above and beyond those control variables on a single outcome variable. However, after being alerted to a different type of analysis, I really like the idea of this modified hierarchical approach in which subsequent DVs are incorporated into blocks. It seems I get much more valuable information out of the latter option, and a better test of the mechanism of family stress.

I attached a screenshot from the article that prompted my interest in this kind of modified hierarchical regression. Above each column of data is, for example, "Step 1: Mastery" with Mastery being the dependent variable for that block. You can then see that Mastery was entered into Block 2, with Burden regressed upon the blocks, and so forth.

Please let me know if you need more information. Thank you again for the help!