"Thank you for all the discussion. It is definitely that GeoDa is a fantastic
tool for EDSA and there is no bug on GeoDa side. I want to report here
is that in the latest ArcGIS 9.2, by using the option of standarized row for
weights, I got the same result as GeoDa for LISA and global Moran I. The
difference is only that ArcGIS use Z while GeoDa use permutation, as said by
Julia and Anslein, so the test is different. With personal communication
with Prof. Anslein, I totally agree with him that permutation is more
reliable.
The problem I met days ago is due to the projection. Remove the projection
and process shapefile in Geoda, and then the results become the same."