I build a model of 4 regression equations (probit and OLS) in R studio. I need to take the weights of observations into consideration. While it is simple to do so for every regression equation, separately. I can't find how to do so for the SUR model.

Ali Faissal Maarouf, SUR models can alternatively be estimated using structural equation modelling (SEM), in R with the lavaan package. The link below explains how to use survey weights based on this main package. https://statistics.ohlsen-web.de/sem-with-lavaan/