hlm (software) exploratory analysis

Hi everyone,
Does anyone know if there is a  procedure to conduct a exploratory 
analysis as HLM performs? Exploratory analysis is defined as "estimated 
level-2 coefficients and their standard errors obtained by regressing EB 
residuals on level-2 predictors selected for possible inclusion in 
subsequent HLM runs".

Thank you in advance.

Sebasti?n Daza
sebastian.daza at gmail.com