The predictive validity of personality for important life outcomes is well established, but conventional longitudinal analyses cannot rule out the possibility that unmeasured third-variable confounds fully account for the observed relationships. Longitudinal hierarchical linear models (HLM) with time-varying covariates allow each subject to serve as his or her own control, thus eliminating between-individual confounds. HLM also allows the directionality of the causal relationship to be tested by reversing time-lagged predictor and outcome variables. We illustrate these techniques through a series of models that demonstrate that within-individual changes in self-control over time predict subsequent changes in GPA but not vice-versa. The evidence supporting a causal role for self-control was not moderated by IQ, gender, ethnicity, or income. Further analyses rule out one time-varying confound: self-esteem. The analytic approach taken in this study provides the strongest evidence to date for the causal role of self-control in determining achievement.