Lady Gaga weighed in on the Arizona immigration debate during a concert on Saturday night (July 31) at US Airways Center in Phoenix, voicing concerns about the state’s controversial SB 1070 bill. “We have to be active. We have to actively protest,” Gaga told the crowd of over 14,000. “I will not cancel my show. I will hold you, and we will hold each other, and we will protest this state.” Lady Gaga had the slogan “Stop SB 1070″ scrawled on her forearm at the show. “I got a call from some big rappers and big rockers. They said, ‘We’d like you to boycott Arizona because of SB 1070′. I told them, ‘Do you really think that us … pop stars are going to shut down the state?'” Watch via YouTube below.