Summary

Using a variety of techniques including the Weight Estimation procedure, you have diagnosed the need for a weighted least-squares model, identified an appropriate source variable for the weights, generated the appropriate weights, and applied these weights to the model.

Sometimes the problem of heteroscedasticity can be solved by transforming variables, so consider that instead of or in addition to WLS. While you can run a WLS using the response as the weight variable, this is not useful for prediction. Choosing a weight variable can be difficult when multiple variables show a relationship to the spread of the residuals. Choose the one that has the strongest relationship, or the one that makes the most "sense".