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First step regression of Fama and MachBeth considering robust standard | asreg S

Hi Professor Attaullah Shah, I am searching for a way to estimate the GRS test after the first step regression of Fama and MachBeth considering robust standard errors in the models. In this way I found your package asreg where I can estimate the regressions with the Newey-West standard errors. So I would like to ask you if there is any way to estimate the GRS test in your package? If not, can you indicate a way to do the GRS test considering the robust standard errors? Atenciosamente,
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