Spatial Confounding in Gradient Boosting

Collinearity between covariates and spatial effects can lead to a bias in the corresponding fixed effects’ estimates known as spatial confounding. Recently, the Spatial+ approach suggests to regress out the spatial effect in the covariate first, before estimating the model of interest. Drastic spatial confounding is observed in gradient boosting due to its step-wise procedure. In this contribution we apply the suggested two-step approach and confirm its ability to correct spatial confounding for gradient boosting as well.