I'll assume your first sentence needed a sarcasm font. ?
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I don¡¯t recall anyone asserting that they believed that they had a NIST traceable cal setup, but there was an implication, as you suggest, that the power meter box wasn't suspect even if not calibrated, and you are correct that the system needs to be totally 'in cal'. However, for amateur purposes (and not everyone on this list is in that category), having some other corroborating measurement at least provides some confidence that the measurements made are close enough for most amateur needs. Three corroborating measurements are even better, of course.
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And frankly, I doubt that anyone believes that their newly acquired bargain priced sensor is reasonably accurate until the above has been done. And although most of us don¡¯t need NIST traceability for what we are doing, we'd like a little assurance that we are close enough for our needs.
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By the way, what is involved in calibrating a power meter, not the sensor?