I agree that the installation testing should be more timely than a full development testing. I just want to suggest that End to End testing is the most effective way of testing - so I would do some End to End rather then interface testing during installation because this can catch errors faster than the other way.

If I install some software and connect it to a database that that is not compatible with that software I'd like to be told about that during the installation proces. Otherwise I would use that software and possibly not even notice that it fails in some subtle way.