[jQuery] Filter List Items w/ Sub-Lists

[Panman]

I have selected a list that contains sub-lists. Now, I'd like to
search for the list items that contain sub-lists (but not including
the sub-list-items). I think the example below will explain what I'm
trying to do.

HTML:
<ul class="start-here">
  <li>Do Not Need</li>
  <li>NEED THIS ITEM
    <ul>
      <li>Do Not Need</li>
      <li>Do Not Need</li>
    </ul>
  </li>
  <li>Do Not Need</li>
  <li>NEED THIS ITEM
    <ul>
      <li>Do Not Need</li>
      <li>Do Not Need</li>
      <li>NEED THIS ITEM
        <ul>
          <li>Do Not Need</li>
          <li>Do Not Need</li>
        </ul>
      </li>
      <li>Do Not Need</li>
    </ul>
  </li>
  <li>Do Not Need</li>
</ul>

jQuery:
$('.start-here li').filter(':has(li)').append('<span class="ui-icon ui-
icon-plus"></span>');

The above jQuery statement selects the correct <li> but also all child
<li>'s, which I do not want.