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Adding multicolumns to my texreg output

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I want to make a table with grouped columns via texreg. I can only see options for grouped rows (groups).

Here's an example:

set.seed(01349)
DF <- data.frame(y = rnorm(100), x1A = rnorm(100), x2A = rnorm(100),
                 x1B = rnorm(100), x2B = rnorm(100))
regs <- lapply(paste0("x", 1:2, c("A", "A", "B", "B")), function(x)
          lm(paste0("y ~ ", x), data = DF))

Here's as close as I can get with plain texreg:

texreg(regs, custom.coef.names = c("Intercept", rep("x", 4)),
       custom.model.names = c("1", "2", "1", "2"))

With LaTeX output:

\begin{table}
\begin{center}
\begin{tabular}{l c c c c }
\hline
           & 1 & 2 & 1 & 2 \\
\hline
Intercept  & $-0.13$  & $-0.13$  & $-0.11$  & $-0.11$  \\
           & $(0.12)$ & $(0.12)$ & $(0.12)$ & $(0.12)$ \\
x          & $0.02$   & $0.07$   & $0.13$   & $-0.11$  \\
           & $(0.13)$ & $(0.12)$ & $(0.12)$ & $(0.13)$ \\
\hline
R$^2$      & 0.00     & 0.00     & 0.01     & 0.01     \\
Adj. R$^2$ & -0.01    & -0.01    & 0.00     & -0.00    \\
Num. obs.  & 100      & 100      & 100      & 100      \\
RMSE       & 1.18     & 1.17     & 1.17     & 1.17     \\
\hline
\multicolumn{5}{l}{\scriptsize{$^{***}p<0.001$, $^{**}p<0.01$, $^*p<0.05$}}
\end{tabular}
\caption{Statistical models}
\label{table:coefficients}
\end{center}
\end{table}

I'd prefer an extra line (highlighted with % comments):

\begin{table}
\begin{center}
\begin{tabular}{l c c c c }
\hline
%*************A HEADER LINE HERE*********************
 & \multicolumn{2}{c}{A} & \multicolumn{2}{c}{B} \\ %
%****************************************************
           & 1 & 2 & 1 & 2 \\
\hline
Intercept  & $-0.13$  & $-0.13$  & $-0.11$  & $-0.11$  \\
           & $(0.12)$ & $(0.12)$ & $(0.12)$ & $(0.12)$ \\
x          & $0.02$   & $0.07$   & $0.13$   & $-0.11$  \\
           & $(0.13)$ & $(0.12)$ & $(0.12)$ & $(0.13)$ \\
\hline
R$^2$      & 0.00     & 0.00     & 0.01     & 0.01     \\
Adj. R$^2$ & -0.01    & -0.01    & 0.00     & -0.00    \\
Num. obs.  & 100      & 100      & 100      & 100      \\
RMSE       & 1.18     & 1.17     & 1.17     & 1.17     \\
\hline
\multicolumn{5}{l}{\scriptsize{$^{***}p<0.001$, $^{**}p<0.01$, $^*p<0.05$}}
\end{tabular}
\caption{Statistical models}
\label{table:coefficients}
\end{center}
\end{table}

Am I missing something, or is there no built-in way to do this?

My workaround is:

x <- capture.output(texreg(
  regs, custom.coef.names = c("Intercept", rep("x", 4)),
  custom.model.names = c("1", "2", "1", "2")))

x[6] <- paste0("& \\multicolumn{2}{c}{A} & \\multicolumn{2}{c}{B} \\\\ \n", x[6])

cat(x, sep = "\n")

But that's obviously a bit duct-tape-y.


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