To be sure I checked in SPSS again for heteroskedasticity using the Breusch-Pagan Test and the Koenker Test, this is not available in SPSS but I found a Syntax/Matrix.

The test showed p <.05 Implying I still have heteroskedasticity. I did some more research and found that I can run a regression with Adjusted Standard Errors. But SPSS doesn't have this option.

I found a syntax, but it doesn't seem to work (maybe because I have some categorical/dummy variables in my model?)

Any ideas on how to handle heteroscedasticity in SPSS? Maybe I can get access to STATA but that's a BIG maybe