The purpose of calcination process may be to get pure powders by eliminating the undesirable compositions. Thereby, during this process the sample may loss its moisture, reduction or oxidation, and the decomposition of some its initial contents (depending upon the the preparation process and preparative conditions). Consequently, the sample become pure iron oxide sample, which characterized by by its crystallinity. Generally, the heat treatment of samples leads to the improve of the crystallinity of samples. This may be also due to that the sample can rid of its internal thermal stresses and strains.
Before the production of oxides, metal hydroxides are obtained. The purpose of calcination is to convert the hydroxides (amorphous) into oxides (crystal) by heating. It is not always possible to find the temperature at which all hydroxide molecules are converted to oxides. To do this, raise the temperature to obtain a constant weight of the sample. This is an indicator of the cessation of the calcination process.
Just adding some other thoughts to your other two answers, at calcination process you give enough energy to promote solid nucleation. At nano scale in general case, you may increase (in limited range, naturally) the particle size of you sample. Since impurities are also eliminated and/or defects corrected over the process, you may experience an increase of the overall crystallinity of your sample, specially in systems where porous nano materials may preferentially be formed, in the inicial synthetic route. You need to revise the synthesis to get more perfect (less imperfections) at once, so you may not need the calcination process avoiding large alterations on the final obtained material.In the literature you will find some routes where protein, surfactants and a large sort of material could be added at the beginning to induce better shape particles. They are very useful in controlling the final material.