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What do you do when the assumption of homoscedasticity is violated?

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1. In order to deal with a violation of the homoscedasticity assumption is to generalize model, by. permitting, a less restrictive form for the covariance matrix of the error. ..
2. $x=\operatorname{rnorm}(100,0,3) y=3-2^{*} x+\operatorname{rnorm}\left(100,0, \operatorname{sapply}\left(x\right.\right.$, function $\left.\left.(x)\left\{1+0.5^{*} x^{\wedge} 2\right\}\right)\right) \ldots$
3. wght $<-1 /\left(1+0.5^{*} x^{\wedge} 2\right)$ fit.wls $=\operatorname{lm}(y \sim x$, weight $=w g h t)$
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