Spatial Regression Eigenwert-Matrix

# Moran's I Test
moran.test(reg.lm.bereinigt2$residuals, listw=n.listw.obj, alternative="two.sided", na.action=na.exclude,
			zero.policy=TRUE)

... and *NEVER* run Moran's I on regression residuals with moran.test(), 
always use lm.morantest() on the fitted model object. The expectation and 
variance of I are defined differently in the two tests, the difference has 
been know about for at least 40 years.

Roger

Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no