An alternative way of examining how well models fit is to
compare nested models.
One model is `nested' within another when the other has all the
parameters it has, plus some extra ones.
When two models are nested, we test the effect on fit of
adding the extra parameters as a block, to test whether the
bigger model is a better fit than the one nested within it.
We do this by taking the difference in , and the
difference in degrees of freedom, and comparing with the
theoretical distribution. When the reduction in is
big relative to the reduction in degrees of freedom, the more complex
model is an improvement over the simpler one.