Correct, raw sockets are not supported in any Java or Android libraries, in part because (I quote from here):
it is believed that such a package
would degrade the current Java
security model and may be difficult to
implement in a non-operating system
(OS) dependent fashion.
There are 3rd party libraries like RockSaw or JSocket, however these require compiling C or C++, so you are out of luck there.
Also, I believe you need root access to use raw sockets.
So, with all that, I would say technically it's possible, but not practical at this time.
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