The Joint Committee for Guides in Metrology (JCGM) publishes and maintains reference documents relating to general aspects in metrology. Working Group 1 of the JCGM is responsible for the Evaluation of Measurement Data series of documents that gives information for evaluating and expressing uncertainty in measurement. This paper compares several methods for evaluating measurement uncertainty that are described in these documents. Emphasis is given to situations where more than one input quantity is measured simultaneously. This leads to an investigation into how these methods perform when these quantities are high-frequency electromagnetic scattering parameters. It is shown that for measurements involving a large number of input quantities, such as those involving microwave scattering parameters, the required number of observations for the approach given in the supplements to the Guide to the Expression of Uncertainty in Measurement (GUM) to work can be prohibitively large.