Improved algorithm for the Shapiro-Wilk W statistic beginning with Version 7 in the UNIVARIATE and CAPABILITY procedures


If the sample size is less than or equal to 2000 and you specify the NORMAL or NORMALTEST option in the PROC UNIVARIATE or PROC CAPABILITY statement, the Shapiro-Wilk W statistic is computed. Beginning with Version 7 of SAS, we have implemented improvements to our algorithm for computing W, therefore the statistic may be slightly different than in earlier versions. Since the distribution of W is highly skewed, small changes in W can result in large changes in its p-value.