Covariance structures analysis is often used in nursing research to appraise statistical models reflecting complex human health processes. The model selection approach in covariance structures analysis is designed to select the "best" model from a specified set of theoretically defensible, competing alternatives, all of which are viewed as approximations. Model selection criteria explicitly incorporate both model misfit in the population and sampling error to evaluate the set of models. The result is that interpretability of model parameters and goodness-of-fit are enhanced simultaneously. Relative merits of the model selection approach are identified in light of technical concerns, parsimony, and use of scientific theory in nursing.