Republican Charlie Baker has captured the Massachusetts governor’s office after a bruising election fight - but agreed to wait until later Wednesday before formally declaring victory to give Democrat Martha Coakley time to review the returns.

Coakley declined to concede after the ballots came in showing Baker with a narrow lead. She asked her supporters to go home for the night.

Baker will become the state’s first GOP leader since Mitt Romney left in 2007. He replaces Democratic Gov. Deval Patrick, who opted not to seek a third term in office.

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About 36,000 votes separated the two, with Baker holding an edge over Coakley of less than 2 percent.