Abstract
A common problem in data analysis is that the functional form, as well as the parameter values, of the underlying model which should describe a dataset is not known a priori. In these cases some extra uncertainty must be assigned to the extracted parameters of interest due to lack of exact knowledge of the functional form of the model. A method for assigning an appropriate error is presented. The method is based on considering the choice of functional form as a discrete nuisance parameter which is profiled in an analogous way to continuous nuisance parameters. The bias and coverage of this method are shown to be good when applied to a realistic example.
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