They may well do, but are the contacts in their sockets up to scratch?
The ESTs that I have seen perform their 'self calibration' using the earth continuity fly lead as a reference to an earth continuity pin seperate from the testing socket. I have definitely encountered at least one EStester where the Earth pin on the inbuilt socket has accumilated a degree of oxidisation beyond what I would have deemed acceptable and that would be regardless of any poor contact on the equipment's mains lead earth pin.
Therefore, when you calibrate the floating lead, you are not actually calibrating the testing circuit. My question would be; do the calibration houses/suppliers of the testers consider this when they are ratifying the annual calibration of your testers?
