Hi,
I am looking for a normality test in R to see if a vector of data I have
can be assumed to be normally distributed and hence used in a linear
regression. 
> help.search("normality test")
suggests the Shapiro test, ?shapiro.test.
Now maybe I am interpreting things incorrectly (as is usually the case),
am I right in assuming that this is a composite test for normality, and
hence a high p-value would suggest that the sample is normally
distributed? As a test I did 
shapiro.test(rnorm(4500))
a few times, and achieved very different p-values, so I cannot be sure.
I had assumed that a random sample of 4500 would have a very high
p-value on all occasions but it appears not, this is interesting. 
  Are there any other tests that people would recommend over this one in
the base packages? I assume not as help.search did not suggest any.
  So am I right about a high p-value suggesting normality?
Many thanks for any help.  
 

Robin Williams
Met Office summer intern - Health Forecasting
robin.williams@metoffice.gov.uk 

 

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