# How can I get a reasonable residual standard error for my linear model which faces heteroscedasticity?

My goal is to get the residual standard error of my model to be as small as possible. I have a linear model lm(y~x). When I plot the standardized residual errors in function of the explanatory variable I get the following plot:

so it seems like I need a quadratic term in my model lm(y~ x + x²) which then gives me the following standardized residual errors in function of x

Now the Breusch-Pagan test gives the following output on my model with a quadratic term

studentized Breusch-Pagan test

data: model_B2_squared BP = 7.5556, df = 2, p-value = 0.02287

meaning that there is still heteroscedasticity? Meaning that the residual standard error in my output summary is not correct?

"Residual standard error: 0.8906 on 75 degrees of freedom"

How can I get a good estimate of my residual standard error that is not completely wrong? I know we can get robust standard errors for my coefficients of my model, but what about the residual standard error? I really need a good estimate for it for my research.