Do you know that you can test for Heteroskedasticity in Proc Reg? Proc Reg will conduct a White Test in Proc Reg using SPEC option under the model statement.
For more information, please refer to SAS 9.1.3 documentation under Proc Reg/Heteroskedasticity.
Hope this will help those who want a Homoskedastic assumption!
Feel free to comment on this tip.