Complete characterization of the performance of analytical methods requires an evaluation of the halo of uncertainty bracketing the reported result. Achieving a satisfactory estimate of this uncertainty is more important than how this estimate is produced. Enumeration of all conceivable error components--the so-called error budget approach--is one way to estimate the uncertainty, but it is not the only way. In fact, when applied to analytical chemistry this approach is likely to (1) overlook important variables and double count others, (2) avoid considering unknown and unknowable interactions and interferences, and (3) adjust for missing variables with an uncontrollable "Type B" component. The problem is one of experimental design. Alternative and more efficient ways of estimating uncertainty in analytical chemistry include the Youden ruggedness procedure, accompanied by a bonus of optimization, and the all-encompassing interlaboratory method-performance trial.