Since December 2019, the world has been witnessing the gigantic effect of an unprecedented global pandemic called Severe Acute Respiratory Syndrome Coronavirus (SARS-CoV-2) - COVID-19. So far, 38,619,674 confirmed cases and 1,093,522 confirmed deaths due to COVID-19 have been reported. In the United States (US), the cases and deaths are recorded as 7,833,851 and 215,199. Several timely researches have discussed the local and global effects of the confounding factors on COVID-19 casualties in the US. However, most of these studies considered little about the time varying associations between and among these factors, which are crucial for understanding the outbreak of the present pandemic. Therefore, this study adopts various relevant approaches, including local and global spatial regression models and machine learning to explore the causal effects of the confounding factors on COVID-19 counts in the contiguous US. Totally five spatial regression models, spatial lag model (SLM), ordinary least square (OLS), spatial error model (SEM), geographically weighted regression (GWR) and multiscale geographically weighted regression (MGWR), are performed at the county scale to take into account the scale effects on modelling. For COVID-19 cases, ethnicity, crime, and income factors are found to be the strongest covariates and explain the maximum model variances. For COVID-19 deaths, both (domestic and international) migration and income factors play a crucial role in explaining spatial differences of COVID-19 death counts across counties. The local coefficient of determination (R2) values derived from the GWR and MGWR models are found very high over the Wisconsin-Indiana-Michigan (the Great Lake) region, as well as several parts of Texas, California, Mississippi and Arkansas.