y <- rnorm(10)
w <- c(0.05, 0.15, 0.02, 0.08, 0.2, 0.04, 0.06, 0.1, 0.18, 0.12)
x1 <- rnorm(10)
x2 <- rnorm(10)
x3 <- rnorm(10)
data <- cbind(y, x1, x2, x3, w)
lm(y ~ x1 + x2 + x3, data = data, weigths = w)