The increasing use of “new” machine learning techniques, such as random forest, provides an impetus to researchers to better understand the role of space in these models. Thus, this article develops an approach for constructing spatially explicit random forest models by including spatially lagged variables to mirror various spatial econometric specifications in order to test their comparative performance against traditional spatial and nonspatial regression models for predicting block-level employment density around new transit stations in Los Angeles. This article employs a “post hoc” testing approach to isolate the impact of a particular variable (transit proximity)—and supplemental diagnostics (such as partial dependence plots and permutation importances)—to help inform explanatory relationships. The results indicate that random forest models slightly outperform spatial econometric models, and the inclusion of spatial lag parameters modestly improves random forest model accuracy—the best-fit spatial random forest model demonstrates 84.61% accuracy in predicting post-construction employment density around newly built transit stations, compared to 81.88% for the best-fit spatial econometric model and 84.37% for the nonspatial random forest model. However, given these somewhat small differences, it is not possible to conclude that the random forest approach is clearly superior to traditional spatial econometric models from these results alone.