Vector network analysers (VNAs) are used extensively for measurements that are made at frequencies ranging from a few kilohertz to at least one terahertz. At radio and microwave frequencies, there are well-established methods for assessing the quality and confidence of these measurements, when they are made in coaxial lines. These methods are usually based on determining the size of residual errors that remain in the VNA after calibration. To date, the performance of these methods has not been investigated in rectangular waveguide, and, at millimetre- and submillimetre-wave frequencies. This study investigates the application of one of these techniques for waveguide measurements at microwave, millimetre- and submillimetre-wave frequencies. Typical values of residual errors obtained over these frequency ranges are given, and range from 0.001 to 0.024 linear units up to 220 GHz. Above this frequency, the technique is shown to underestimate some residual errors. The values reported up to 220 GHz are considered representative and so can be used by other users of waveguide VNAs to compare with values obtained on their own systems; therefore, helping to verify the performance of their systems.