Test for heteroscedasticity and Regression outputs incorporating Robust standard errors

[T_Yo]

It is important to be able to test for heteroscedasticity, so a tool for this test would be much appreciated.

In addition, I strongly believe the ability to calculate robust standard errors should be included as an option in existing regression tools, where applicable. This is a standard feature in most statistical analysis software packages.

Many thanks!

[kiteandwindsurfer]

I've wondered about big data and heteroscadascity and apparently this post is the only one addressing.  Bias contained in a variable distributed very unevenly needs to be accounted for...somehow.

[MJohn]

Completely agree with this suggestion - robust standard errors are needed.  Breusch-Pagan and Whites test for heteroskedasticity would help too!  

[MSLaiShahirah]

Is there any update for this post? Is there is any tools to test the heteroscedasticity?