# Heteroskedasticity and significance of parameters

I am doing a regression analysis and my variable of interest turns out to be significant at the 5% level, but the model contains heteroskedasticity which can not be mitigated (using Box-Cox, Feasible generalized least squares).

Can I still conclude that my variable of interest is significant, or should I consider my result to be insignificant because of persistent heteroskedasticity?

Thank you!

• Or Hubre-White robust standard errors..in R it is in sandwich package – Jan Sila Sep 12 '16 at 19:32