Your stats do not increase with level ups in Baldurs Gate 2. Baldurs Gate 2 uses 2nd Ed AD&D rules. However, there are other ways to increase your stats in BG2. Without spoiling how, here are a few general ways.
1. certain items while equipped
2. certain events in the game could help your stats, depending on how you play the game.
Best to remain silent and thought a fool, then to open ones mouth and remove all doubt
Troll Slayer is right. You keep the same stats throughout, thats why you should try and get the best possilbe ones at the start when you make your character. Some items such as Ring of Human Influence, which puts your charisma to 18, help improve your stats.
There are two events in the game that will cause your main character to lose as many as two stat points, two hit points, and a small number of experience points. One of them (in Spellhold) is unavoidable, but the other one (in Hell) depends on the choices your character makes. There are also events in the game (when you're in Hell) that will give your character special bonuses, including goodies such as extra stat points, immunity to +1 weapons, 10% magic resistance, saving throw bonuses, etc.
As DrSlikk pointed out, the Machine of Lum the Mad can also give your characters stat increases. Try to find as many of Lum's notes as you can, and keep your random experimentation to a minimum if you know what's good for you.