Forthcoming large-scale surveys will soon attempt to measure cosmic shear to an unprecedented level of accuracy, requiring a similarly high level of accuracy in the shear measurements of galaxies. Factors such as pixelisation, imperfect point-spread function (PSF) correction, and pixel noise can all directly or indirectly lead to biases in shear measurements, and so it can be necessary for shear measurement methods to be calibrated against internal, external, or simulated data to minimize bias. It is thus important to understand the nature of this calibration. In this paper, we show that a typical calibration procedure will on average leave no residual additive bias, but will leave a residual multiplicative bias. Additionally, the errors on the post-calibration bias parameters will be changed, and on average increased, from the errors on the pre-calibration measurements of these parameters, but that this is generally worth the benefit in decreasing the expected value of the multiplicative bias. We find that in most typical cases, it is worthwhile to apply a first-order bias correction, while a higher-order bias correction is only worthwhile for methods with intrinsically high multiplicative bias (>10 per cent) or when the simulation size is very small (<106 simulated galaxies).