I have estimated a spatial error model by means of the lagsarlm() function. The Breusch-Pagan test for spatial models (bptest.sarlm()) shows heteroskedasticity evidence. I want to estimate robust standard errors, but the functions I have looked at only work with lm type objects. In page 23 in the spdep manual it is stated that "it is also technically possible to make heteroskedasticity corrections to standard error estimates by using the “lm.target” component of sarlm objects – using functions in the lmtest and sandwich packages.", and gives an example that honestly I do not understand (what is $tary and $tarX? what is the lm.target component? where are they documented?). I have adapted the example to my case, obtaining an estimated model with its corresponding coefficients, standard errors, etc. My question is: is this correct? Are these standard errors already robust under heteroskedasticity?
Thanks a lot in advance
PD: below you can see the piece of code and the generated output