Democrat Conor Lamb clung to a razor-thin lead in Pennsylvania’s special election for a U.S. House seat Wednesday morning, as absentee ballots were tallied. Republican Rick Saccone said he wouldn’t concede until election officials finished the count.

Mr. Lamb’s margin was so tight that the count carried into Wednesday, but it was an achievement for the Democrats in a district that President Donald Trump won in 2016 by 20 percentage points.

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