Consistency of common spatial estimators under spatial confounding

This article addresses the asymptotic performance of popular spatial regression estimators of the linear effect of an exposure on an outcome under spatial confounding, the presence of an unmeasured spatially structured variable influencing both the exposure and the outcome. We first show that the estimators from ordinary least squares and restricted spatial regression are asymptotically biased under spatial confounding. We then prove a novel result on the infill consistency of the generalized least squares estimator using a working covariance matrix from a Matérn or squared exponential kernel, in the presence of spatial confounding. The result holds under very mild assumptions, accommodating any exposure with some nonspatial variation, any spatially continuous fixed confounder function, and non-Gaussian errors in both the exposure and the outcome. Finally, we prove that spatial estimators from generalized least squares, Gaussian process regression and spline models that are consistent under confounding by a fixed function will also be consistent under endogeneity or confounding by a random function, i.e., a stochastic process. We conclude that, contrary to some claims in the literature on spatial confounding, traditional spatial estimators are capable of estimating linear exposure effects under spatial confounding as long as there is some noise in the exposure. We support our theoretical arguments with simulation studies.

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Publication Details

Journal
Biometrika
Published
2024-12-23
DOI
https://doi.org/10.1093/biomet/asae070
Citations
6
Primary Topic
Spatial and Panel Data Analysis
Type
article
Field-Weighted Citation Impact
6.78

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article

Consistency of common spatial estimators under spatial confounding

Elizabeth L. Ogburn, Abhirup Datta, Brian Gilbert
6 citations
Biometrika
Spatial and Panel Data Analysis
6.78
article

Consistency of common spatial estimators under spatial confounding

Elizabeth L. Ogburn, Abhirup Datta, Brian Gilbert
article en
6 citations

Abstract

This article addresses the asymptotic performance of popular spatial regression estimators of the linear effect of an exposure on an outcome under spatial confounding, the presence of an unmeasured spatially structured variable influencing both the exposure and the outcome. We first show that the estimators from ordinary least squares and restricted spatial regression are asymptotically biased under spatial confounding. We then prove a novel result on the infill consistency of the generalized least squares estimator using a working covariance matrix from a Matérn or squared exponential kernel, in the presence of spatial confounding. The result holds under very mild assumptions, accommodating any exposure with some nonspatial variation, any spatially continuous fixed confounder function, and non-Gaussian errors in both the exposure and the outcome. Finally, we prove that spatial estimators from generalized least squares, Gaussian process regression and spline models that are consistent under confounding by a fixed function will also be consistent under endogeneity or confounding by a random function, i.e., a stochastic process. We conclude that, contrary to some claims in the literature on spatial confounding, traditional spatial estimators are capable of estimating linear exposure effects under spatial confounding as long as there is some noise in the exposure. We support our theoretical arguments with simulation studies.

BiometrikaVol. 112(2)
Johns Hopkins University (US), Johns Hopkins Medicine (US)
Johns Hopkins University, Johns Hopkins Bloomberg School of Public Health, Office of Naval Research
Reduced inequalities
Openalex Percentile: Top 3%
Spatial and Panel Data Analysis
6.78
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Consistency of common spatial estimators under spatial confounding — Elizabeth L. Ogburn, Abhirup Datta, et al. · Biometrika (2024) | TGRS Research Map | TGRS