There was a time I was quite fascinated by the idea of a mystery author to Shakespeares's plays. There's a small industry of books and theories. So I took sometime to look at it, in conjunction with studying the plays, and nada, niente, nothing of any real weight.
As jeremyp has outlined, there is nothing contemporary that calls it into question and, substantial amounts that at the time the plays were written back him up as the author. Given the reputatition of Sir Philip Sidney, writing earlier, the whole hiding the authorship idea makes no sense.
He'd been dead over 200 years by the time the howls of incredulity began which were never built on much more than snobbery. It also doesn't even begin to take into account that plays like Two Noble Kinsman are collaborations. Nearly all the theories involve plays released after alleged authors were dead, were out the country, and are by many magnitudes more unlikely than that a glover's son educated at an excellent school had the knowledge and ability.