r/rstats • • 19h ago

LM tests favor SAR, but residual Moran's I remains significant

1 Upvotes

Hello,

I am analyzing electoral vote share across 315 municipalities using ArcGIS Pro and a Queen contiguity weights matrix.

Both LM Lag and LM Error tests were significant (p < 0.001), but the Robust LM tests favored SAR (Robust LM Lag p = 0.0017; Robust LM Error p = 0.6694).

However, after estimating SAR, residual Moran's I remained statistically significant (I = 0.283, p < 0.001).

Does this indicate that SAR has not adequately addressed spatial autocorrelation, or is conventional Moran's I inappropriate for SAR residuals? Should I also consider a spatial error model (SEM), despite the Robust LM tests favoring SAR? Which post-estimation diagnostics would be most appropriate?

Thank you!