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There have been numerous claims in the ecological literature that spatial autocorrelation in the residuals of ordinary least squares (OLS) regression models results in shifts in the partial coefficients, which bias the interpretation of factors influencing geographical patterns. We evaluate the validity of these claims using gridded species richness data for the birds of North America, South America, Europe, Africa, the ex‐USSR, and Australia. We used richness in 110×110 km cells and environmental predictor variables to generate OLS and simultaneous autoregressive (SAR) multiple regression models for each region. Spatial correlograms of the residuals from each OLS model were then used to identify the minimum distance between cells necessary to avoid short‐distance residual spatial autocorrelation in each data set. This distance was used to subsample cells to generate spatially independent data. The partial OLS coefficients estimated with the full dataset were then compared to the distributions of coefficients created with the subsamples. We found that OLS coefficients generated from data containing residual spatial autocorrelation were statistically indistinguishable from coefficients generated from the same data sets in which short‐distance spatial autocorrelation was not present in all 22 coefficients tested. Consistent with the statistical literature on this subject, we conclude that coefficients estimated from OLS regression are not seriously affected by the presence of spatial autocorrelation in gridded geographical data. Further, shifts in coefficients that occurred when using SAR tended to be correlated with levels of uncertainty in the OLS coefficients. Thus, shifts in the relative importance of the predictors between OLS and SAR models are expected when small‐scale patterns for these predictors create weaker and more unstable broad‐scale coefficients. Our results indicate both that OLS regression is unbiased and that differences between spatial and nonspatial regression models should be interpreted with an explicit awareness of spatial scale.