Grey Gardens—the documentary about mother and daughter Big Edie and Little Edie Beale, relatives of Jackie O. who live in squalor in a rundown mansion in East Hampton—is my absolute favorite movie. In fact, I named my dog Edie, and I want to get a second dog, who I will also name Edie. It's awfully difficult for me to have a conversation about fashion and style icons without discussing Little Edie: The head wraps, the brooches, the upside-down skirts, the heels with bathing suits! It's all terrific. In the clip above, she discusses what she thinks is the perfect outfit.